+106.1%
MDLZ vs SPG
+116.4%
-10.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -1.0% | +2.7% | -3.7% | -1.5% |
| 30D | +7.9% | +16.6% | -8.6% | +5.3% |
| 3M | +8.9% | +8.1% | +0.8% | +7.5% |
| 6M | +10.5% | +19.3% | -8.8% | +7.4% |
| YTD | +27.1% | +31.1% | -3.9% | +21.6% |
| 1Y | +20.9% | +32.8% | -11.8% | +15.4% |
| 3Y | +5.5% | +135.8% | -130.3% | -8.9% |
| 5Y | +22.2% | +85.1% | -62.8% | +8.2% |
| 10Y | +106.1% | +115.9% | -9.8% | +86.4% |
| All | +106.1% | +116.4% | -10.3% | +86.4% |
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