+81.7%
MDLZ vs SNY
+64.5%
+17.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | +1.9% | -3.3% | +5.2% | +2.9% |
| 30D | +0.4% | -2.2% | +2.6% | +1.0% |
| 3M | -0.6% | -3.0% | +2.4% | +0.2% |
| 6M | +14.7% | +2.7% | +12.0% | +13.5% |
| YTD | +18.0% | -6.8% | +24.8% | +20.0% |
| 1Y | +4.1% | -5.3% | +9.4% | +5.1% |
| 3Y | -4.6% | -9.8% | +5.2% | -4.2% |
| 5Y | +18.4% | +9.7% | +8.7% | +7.9% |
| All | +81.7% | +64.5% | +17.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling