+519.7%
MDLZ vs SPXS
-100.0%
+619.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.7% |
| 7D | +2.3% | -7.5% | +9.8% | +0.8% |
| 30D | +7.9% | +5.3% | +2.6% | +9.3% |
| 3M | +7.3% | +9.7% | -2.4% | +9.6% |
| 6M | +11.7% | -4.6% | +16.2% | +11.1% |
| YTD | +28.7% | -25.8% | +54.5% | +22.3% |
| 1Y | +22.8% | -28.8% | +51.5% | +15.8% |
| 3Y | +6.6% | -80.2% | +86.8% | -20.4% |
| 5Y | +23.2% | -83.2% | +106.4% | -3.1% |
| 10Y | +108.7% | -99.5% | +208.2% | -7.6% |
| All | +519.7% | -100.0% | +619.7% | +30.6% |
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