+502.4%
MDLZ vs SPG
+2,541.0%
-2,038.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +1.7% | +4.9% | -3.2% | +0.8% |
| 30D | +11.2% | +15.6% | -4.4% | +8.3% |
| 3M | +6.1% | +4.1% | +2.1% | +5.4% |
| 6M | +8.6% | +13.6% | -5.0% | +6.0% |
| YTD | +25.8% | +27.5% | -1.7% | +20.2% |
| 1Y | +21.7% | +32.2% | -10.6% | +15.4% |
| 3Y | +5.8% | +126.0% | -120.2% | -9.9% |
| 5Y | +21.4% | +74.7% | -53.3% | +7.1% |
| 10Y | +97.2% | +112.8% | -15.6% | +56.9% |
| All | +502.4% | +2,541.0% | -2,038.6% | +172.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling