+13.8%
MDLZ vs SOUN
-55.6%
+69.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | +0.1% |
| 7D | +2.2% | -6.1% | +8.2% | +2.2% |
| 30D | +10.1% | -28.2% | +38.3% | +10.0% |
| 3M | +9.1% | -48.1% | +57.2% | +8.9% |
| 6M | +10.0% | -56.4% | +66.4% | +9.8% |
| YTD | +26.8% | -61.2% | +88.0% | +26.7% |
| 1Y | +22.5% | -73.1% | +95.6% | +22.4% |
| 3Y | +5.3% | +116.2% | -110.9% | +3.8% |
| All | +13.8% | -55.6% | +69.4% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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