+94.0%
MDLZ vs SPMO
+495.2%
-401.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.0% | +2.0% |
| 7D | +2.3% | +6.3% | -4.0% | +0.2% |
| 30D | +7.9% | -8.9% | +16.8% | +10.9% |
| 3M | +7.3% | -13.2% | +20.5% | +11.8% |
| 6M | +11.7% | -9.3% | +21.0% | +12.7% |
| YTD | +28.7% | +11.6% | +17.2% | +18.4% |
| 1Y | +22.8% | +13.4% | +9.4% | +12.0% |
| 3Y | +6.6% | +122.9% | -116.3% | -33.9% |
| 5Y | +23.2% | +113.9% | -90.7% | -22.6% |
| 10Y | +108.7% | +460.5% | -351.8% | -21.4% |
| All | +94.0% | +495.2% | -401.2% | -29.6% |
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