+510.5%
MDLZ vs SPXS
-100.0%
+610.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.4% |
| 7D | +2.2% | +0.4% | +1.8% | +2.5% |
| 30D | +10.1% | +10.8% | -0.7% | +12.7% |
| 3M | +9.1% | +9.6% | -0.5% | +11.5% |
| 6M | +10.0% | -4.7% | +14.7% | +9.3% |
| YTD | +26.8% | -24.6% | +51.4% | +20.8% |
| 1Y | +22.5% | -24.6% | +47.1% | +16.9% |
| 3Y | +5.3% | -79.8% | +85.0% | -21.0% |
| 5Y | +21.4% | -83.3% | +104.8% | -4.7% |
| 10Y | +102.0% | -99.5% | +201.5% | -10.2% |
| All | +510.5% | -100.0% | +610.5% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling