+79.0%
MDLZ vs SPG
+61.5%
+17.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -1.6% | -4.9% | +3.4% | -0.8% |
| 3M | +0.9% | +3.3% | -2.4% | +0.4% |
| 6M | +7.3% | +11.2% | -3.9% | +5.5% |
| YTD | +16.4% | +17.1% | -0.6% | +13.4% |
| 1Y | +3.0% | +21.6% | -18.6% | -0.4% |
| 3Y | -3.7% | +111.9% | -115.6% | -15.5% |
| 5Y | +15.6% | +106.9% | -91.3% | +0.8% |
| 10Y | +79.0% | +62.2% | +16.8% | +79.1% |
| All | +79.0% | +61.5% | +17.4% | +79.1% |
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