+91.1%
MDLZ vs SNAP
-79.3%
+170.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -1.1% |
| 7D | +1.7% | -7.1% | +8.8% | +1.8% |
| 30D | +11.2% | -14.6% | +25.8% | +11.5% |
| 3M | +6.1% | -5.0% | +11.1% | +6.1% |
| 6M | +8.6% | -18.8% | +27.4% | +8.8% |
| YTD | +25.8% | -38.5% | +64.4% | +26.9% |
| 1Y | +21.7% | -38.1% | +59.7% | +22.6% |
| 3Y | +5.8% | -53.8% | +59.6% | +5.8% |
| 5Y | +21.4% | -90.7% | +112.1% | +25.7% |
| All | +91.1% | -79.3% | +170.5% | +73.5% |
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 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