+75.9%
MDLZ vs SNAP
-77.2%
+153.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | -0.2% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | -2.1% | +2.6% | -4.7% | -2.2% |
| 3M | +1.3% | -9.9% | +11.2% | +1.4% |
| 6M | +6.2% | +1.9% | +4.3% | +5.9% |
| YTD | +15.8% | -32.2% | +48.0% | +16.6% |
| 1Y | +4.1% | -22.8% | +27.0% | +4.3% |
| 3Y | -4.1% | -47.6% | +43.5% | -4.4% |
| 5Y | +13.4% | -92.7% | +106.1% | +18.9% |
| All | +75.9% | -77.2% | +153.1% | +59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling