-4.6%
MDLZ vs SOXQ
+235.9%
-240.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | 0.0% | +5.2% | -5.3% | +0.4% |
| 30D | +1.4% | -0.5% | +2.0% | +1.4% |
| 3M | 0.0% | -5.6% | +5.6% | -0.1% |
| 6M | +9.1% | +53.0% | -43.9% | +10.7% |
| YTD | +17.9% | +68.8% | -50.8% | +20.2% |
| 1Y | +3.2% | +105.7% | -102.5% | +5.9% |
| All | -4.6% | +235.9% | -240.6% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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