+10.2%
MDLZ vs SOXQ
+283.8%
-273.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.6% | -0.3% |
| 7D | -1.7% | +2.3% | -4.1% | -1.8% |
| 30D | -2.1% | -2.3% | +0.1% | -2.1% |
| 3M | +1.3% | -13.8% | +15.1% | +1.5% |
| 6M | +6.2% | +48.6% | -42.4% | +3.2% |
| YTD | +15.8% | +66.0% | -50.2% | +11.7% |
| 1Y | +4.1% | +107.9% | -103.8% | -1.2% |
| 3Y | -4.1% | +224.1% | -228.2% | -15.6% |
| 5Y | +13.4% | +256.6% | -243.2% | -5.6% |
| All | +10.2% | +283.8% | -273.5% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling