+454.2%
MDLZ vs SPG
+2,295.8%
-1,841.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -2.1% | -6.8% | +4.7% | -0.8% |
| 3M | +1.3% | +2.7% | -1.4% | +0.8% |
| 6M | +6.2% | +5.5% | +0.7% | +5.1% |
| YTD | +15.8% | +15.7% | +0.1% | +12.6% |
| 1Y | +4.1% | +20.9% | -16.7% | +0.4% |
| 3Y | -4.1% | +112.4% | -116.5% | -17.4% |
| 5Y | +13.4% | +101.4% | -88.0% | -2.5% |
| 10Y | +75.7% | +60.6% | +15.1% | +47.5% |
| All | +454.2% | +2,295.8% | -1,841.6% | +154.7% |
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