+90.0%
MDLZ vs SPG
+109.7%
-19.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +1.7% | +4.9% | -3.2% | +0.9% |
| 30D | +11.2% | +15.6% | -4.4% | +8.6% |
| 3M | +6.1% | +4.1% | +2.1% | +5.4% |
| 6M | +8.6% | +13.6% | -5.0% | +6.3% |
| YTD | +25.8% | +27.5% | -1.7% | +20.9% |
| 1Y | +21.7% | +32.2% | -10.6% | +16.2% |
| 3Y | +5.8% | +126.0% | -120.2% | -8.0% |
| 5Y | +21.4% | +74.7% | -53.3% | +8.4% |
| All | +90.0% | +109.7% | -19.7% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling