+23.0%
MDLZ vs SPMO
+114.1%
-91.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +1.5% |
| 7D | +2.3% | +6.3% | -4.0% | +2.0% |
| 30D | +7.9% | -8.9% | +16.8% | +8.4% |
| 3M | +7.3% | -13.2% | +20.5% | +8.1% |
| 6M | +11.7% | -9.3% | +21.0% | +11.3% |
| YTD | +28.7% | +11.6% | +17.2% | +23.1% |
| 1Y | +22.8% | +13.4% | +9.4% | +17.0% |
| 3Y | +6.6% | +122.9% | -116.3% | -22.6% |
| All | +23.0% | +114.1% | -91.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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