+16.1%
MDLZ vs SPMO
+149.5%
-133.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | 0.0% | +3.4% | -3.4% | -0.2% |
| 30D | -1.6% | +0.5% | -2.1% | -1.6% |
| 3M | +0.9% | +1.9% | -1.0% | +0.2% |
| 6M | +7.3% | +27.8% | -20.5% | +1.8% |
| YTD | +16.4% | +26.7% | -10.2% | +10.5% |
| 1Y | +3.0% | +28.9% | -25.9% | -2.8% |
| 3Y | -3.7% | +160.7% | -164.4% | -31.5% |
| All | +16.1% | +149.5% | -133.4% | -18.2% |
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