+5.8%
MDLZ vs SO
+45.4%
-39.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.6% |
| 7D | +1.7% | -1.5% | +3.1% | +2.4% |
| 30D | +11.2% | +8.1% | +3.1% | +7.0% |
| 3M | +6.1% | +0.2% | +5.9% | +6.0% |
| 6M | +8.6% | +0.4% | +8.2% | +8.4% |
| YTD | +25.8% | +8.5% | +17.3% | +20.8% |
| 1Y | +21.7% | +4.9% | +16.7% | +18.7% |
| 3Y | +5.8% | +47.9% | -42.1% | -9.4% |
| All | +5.8% | +45.4% | -39.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling