+23.0%
MDLZ vs SNPS
+30.3%
-7.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.5% |
| 7D | +2.3% | +1.1% | +1.3% | +2.3% |
| 30D | +7.9% | -5.2% | +13.1% | +8.0% |
| 3M | +7.3% | +10.6% | -3.3% | +7.0% |
| 6M | +11.7% | -10.6% | +22.3% | +12.0% |
| YTD | +28.7% | -3.1% | +31.8% | +28.6% |
| 1Y | +22.8% | +15.6% | +7.2% | +21.6% |
| 3Y | +6.6% | -12.9% | +19.5% | +4.5% |
| All | +23.0% | +30.3% | -7.3% | +11.0% |
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