+16.5%
MDLZ vs SO
+58.2%
-41.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.1% |
| 7D | -1.7% | -0.2% | -1.6% | -1.7% |
| 30D | -2.1% | -4.6% | +2.5% | +0.1% |
| 3M | +1.3% | -3.0% | +4.4% | +2.9% |
| 6M | +6.2% | -8.3% | +14.5% | +10.6% |
| YTD | +15.8% | +3.5% | +12.3% | +13.8% |
| 1Y | +4.1% | -0.9% | +5.0% | +4.4% |
| 3Y | -4.1% | +45.4% | -49.4% | -19.7% |
| All | +16.5% | +58.2% | -41.7% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling