+457.3%
MDLZ vs SPXS
-100.0%
+557.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | 0.0% |
| 7D | -1.7% | -0.1% | -1.7% | -1.7% |
| 30D | -2.1% | +0.8% | -2.9% | -1.9% |
| 3M | +1.3% | -4.7% | +6.0% | +0.5% |
| 6M | +6.2% | -29.6% | +35.8% | -0.6% |
| YTD | +15.8% | -29.8% | +45.6% | +8.5% |
| 1Y | +4.1% | -38.9% | +43.1% | -4.9% |
| 3Y | -4.1% | -79.6% | +75.5% | -27.7% |
| 5Y | +13.4% | -85.9% | +99.3% | -14.2% |
| 10Y | +75.7% | -99.5% | +175.3% | -23.0% |
| All | +457.3% | -100.0% | +557.3% | +15.9% |
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