-9.8%
MDLZ vs SN
+490.7%
-500.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.2% |
| 7D | -1.7% | -9.3% | +7.6% | -1.4% |
| 30D | -2.1% | -4.8% | +2.7% | -2.0% |
| 3M | +1.3% | +40.4% | -39.1% | +0.2% |
| 6M | +6.2% | +50.9% | -44.7% | +4.6% |
| YTD | +15.8% | +54.9% | -39.2% | +13.9% |
| 1Y | +4.1% | +43.0% | -38.9% | +2.5% |
| 3Y | -4.1% | +391.8% | -395.9% | -10.8% |
| All | -9.8% | +490.7% | -500.5% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling