+5.3%
MDLZ vs SPXS
-80.4%
+85.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.2% |
| 30D | +10.1% | +10.8% | -0.7% | +10.2% |
| 3M | +9.1% | +9.6% | -0.5% | +9.2% |
| 6M | +10.0% | -4.7% | +14.7% | +9.8% |
| YTD | +26.8% | -24.6% | +51.4% | +25.7% |
| 1Y | +22.5% | -24.6% | +47.1% | +21.4% |
| 3Y | +5.3% | -79.8% | +85.0% | -7.0% |
| All | +5.3% | -80.4% | +85.7% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling