+21.4%
MDLZ vs SPXS
-83.1%
+104.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.3% |
| 7D | +2.2% | +0.4% | +1.8% | +2.4% |
| 30D | +10.1% | +10.8% | -0.7% | +11.4% |
| 3M | +9.1% | +9.6% | -0.5% | +10.3% |
| 6M | +10.0% | -4.7% | +14.7% | +9.6% |
| YTD | +26.8% | -24.6% | +51.4% | +23.5% |
| 1Y | +22.5% | -24.6% | +47.1% | +19.4% |
| 3Y | +5.3% | -79.8% | +85.0% | -12.9% |
| 5Y | +21.4% | -83.3% | +104.8% | +1.8% |
| All | +21.4% | -83.1% | +104.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling