+502.4%
MDLZ vs SNPS
+1,448.8%
-946.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | +1.7% | -3.7% | +5.3% | +2.2% |
| 30D | +11.2% | -10.4% | +21.6% | +12.7% |
| 3M | +6.1% | +11.0% | -4.8% | +3.7% |
| 6M | +8.6% | -10.7% | +19.3% | +9.2% |
| YTD | +25.8% | -4.1% | +29.9% | +24.2% |
| 1Y | +21.7% | +13.7% | +8.0% | +16.6% |
| 3Y | +5.8% | -8.1% | +13.9% | -0.6% |
| 5Y | +21.4% | +32.2% | -10.8% | +3.3% |
| 10Y | +97.2% | +681.4% | -584.2% | +15.5% |
| All | +502.4% | +1,448.8% | -946.4% | +195.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling