+20.9%
MDLZ vs SPXS
-28.0%
+48.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.5% |
| 7D | -1.0% | +1.5% | -2.5% | -1.3% |
| 30D | +7.9% | +6.3% | +1.6% | +7.1% |
| 3M | +8.9% | +4.2% | +4.7% | +8.2% |
| 6M | +10.5% | -7.9% | +18.4% | +10.7% |
| YTD | +27.1% | -27.5% | +54.6% | +25.5% |
| 1Y | +20.9% | -27.0% | +48.0% | +19.4% |
| All | +20.9% | -28.0% | +48.9% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling