+74.5%
MDLZ vs SPMO
+572.4%
-497.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.8% | -0.8% |
| 7D | -1.7% | +2.0% | -3.7% | -2.4% |
| 30D | -2.1% | -0.4% | -1.7% | -2.1% |
| 3M | +1.3% | -1.9% | +3.2% | +0.6% |
| 6M | +6.2% | +25.0% | -18.8% | -5.2% |
| YTD | +15.8% | +26.0% | -10.2% | +2.8% |
| 1Y | +4.1% | +28.7% | -24.6% | -8.7% |
| 3Y | -4.1% | +160.9% | -165.0% | -43.8% |
| 5Y | +13.4% | +147.9% | -134.6% | -32.4% |
| 10Y | +75.7% | +518.9% | -443.2% | -35.6% |
| All | +74.5% | +572.4% | -497.9% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling