+106.1%
MDLZ vs SPXS
-99.5%
+205.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | -0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -0.5% |
| 30D | +7.9% | +6.3% | +1.6% | +9.4% |
| 3M | +8.9% | +4.2% | +4.7% | +10.1% |
| 6M | +10.5% | -7.9% | +18.4% | +9.2% |
| YTD | +27.1% | -27.5% | +54.6% | +20.6% |
| 1Y | +20.9% | -27.0% | +48.0% | +15.0% |
| 3Y | +5.5% | -80.5% | +86.1% | -21.1% |
| 5Y | +22.2% | -84.0% | +106.2% | -4.0% |
| 10Y | +106.1% | -99.5% | +205.6% | -27.8% |
| All | +106.1% | -99.5% | +205.6% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling