+90.0%
MDLZ vs SO
+177.2%
-87.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +1.7% | -1.5% | +3.1% | +2.4% |
| 30D | +11.2% | +8.1% | +3.1% | +7.1% |
| 3M | +6.1% | +0.2% | +5.9% | +6.0% |
| 6M | +8.6% | +0.4% | +8.2% | +8.3% |
| YTD | +25.8% | +8.5% | +17.3% | +20.7% |
| 1Y | +21.7% | +4.9% | +16.7% | +18.5% |
| 3Y | +5.8% | +47.9% | -42.1% | -13.3% |
| 5Y | +21.4% | +75.7% | -54.3% | -9.8% |
| All | +90.0% | +177.2% | -87.1% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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