+23.6%
MDLZ vs SNPS
+28.8%
-5.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.8% |
| 7D | +6.9% | -10.2% | +17.0% | +6.9% |
| 30D | +12.1% | -12.8% | +24.9% | +12.3% |
| 3M | +7.7% | +9.9% | -2.2% | +7.4% |
| 6M | +10.8% | -12.4% | +23.2% | +11.1% |
| YTD | +27.4% | -6.3% | +33.6% | +27.2% |
| 1Y | +23.5% | +7.6% | +15.9% | +22.6% |
| 3Y | +6.2% | -9.8% | +16.0% | +3.2% |
| All | +23.6% | +28.8% | -5.2% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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