+324.4%
MDLZ vs SNY
+242.6%
+81.9%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | 0.0% | -3.6% | +3.6% | +1.0% |
| 30D | +1.4% | -1.4% | +2.9% | +1.8% |
| 3M | 0.0% | -4.2% | +4.2% | +1.1% |
| 6M | +9.1% | +2.0% | +7.2% | +8.3% |
| YTD | +17.9% | -6.7% | +24.6% | +19.7% |
| 1Y | +3.2% | -4.7% | +7.9% | +4.0% |
| 3Y | -2.5% | -8.1% | +5.6% | -2.6% |
| 5Y | +17.6% | +8.2% | +9.4% | +10.4% |
| 10Y | +87.9% | +64.8% | +23.1% | +55.1% |
| All | +324.4% | +242.6% | +81.9% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling