+454.2%
MDLZ vs SNPS
+1,254.1%
-799.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | +0.5% |
| 7D | -1.7% | -11.0% | +9.3% | 0.0% |
| 30D | -2.1% | -1.7% | -0.4% | -2.1% |
| 3M | +1.3% | -20.4% | +21.7% | +4.3% |
| 6M | +6.2% | -8.6% | +14.8% | +6.5% |
| YTD | +15.8% | -16.2% | +31.9% | +17.2% |
| 1Y | +4.1% | -34.6% | +38.7% | +7.4% |
| 3Y | -4.1% | -14.5% | +10.4% | -8.8% |
| 5Y | +13.4% | +17.0% | -3.6% | -1.4% |
| 10Y | +75.7% | +560.0% | -484.3% | +6.2% |
| All | +454.2% | +1,254.1% | -799.9% | +178.8% |
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