+23.0%
MDLZ vs SNAP
-90.3%
+113.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.5% |
| 7D | +2.3% | +6.0% | -3.7% | +2.3% |
| 30D | +7.9% | -13.8% | +21.7% | +8.0% |
| 3M | +7.3% | -0.8% | +8.0% | +7.2% |
| 6M | +11.7% | -6.2% | +17.9% | +11.6% |
| YTD | +28.7% | -34.8% | +63.6% | +29.0% |
| 1Y | +22.8% | -38.7% | +61.5% | +23.1% |
| 3Y | +6.6% | -53.5% | +60.0% | +6.2% |
| All | +23.0% | -90.3% | +113.3% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling