+93.1%
MDLZ vs SNAP
-77.7%
+170.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +0.1% |
| 7D | -1.0% | -9.8% | +8.8% | -0.8% |
| 30D | +7.9% | -18.2% | +26.2% | +8.4% |
| 3M | +8.9% | -3.1% | +12.0% | +8.9% |
| 6M | +10.5% | -7.1% | +17.6% | +10.4% |
| YTD | +27.1% | -33.8% | +61.0% | +28.0% |
| 1Y | +20.9% | -39.0% | +60.0% | +22.0% |
| 3Y | +5.5% | -52.8% | +58.4% | +5.5% |
| 5Y | +22.2% | -90.0% | +112.2% | +26.3% |
| All | +93.1% | -77.7% | +170.9% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling