+23.0%
MDLZ vs SPG
+84.0%
-60.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +2.3% | +2.0% | +0.3% | +1.8% |
| 30D | +7.9% | +17.2% | -9.3% | +4.0% |
| 3M | +7.3% | +6.3% | +0.9% | +5.7% |
| 6M | +11.7% | +18.7% | -7.0% | +7.4% |
| YTD | +28.7% | +30.1% | -1.3% | +21.1% |
| 1Y | +22.8% | +32.8% | -10.0% | +15.0% |
| 3Y | +6.6% | +133.6% | -127.0% | -14.4% |
| All | +23.0% | +84.0% | -60.9% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling