+5.4%
MDLZ vs SPXU
-80.6%
+86.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.7% | +0.6% |
| 7D | +0.1% | -1.5% | +1.6% | +0.1% |
| 30D | +10.0% | +9.7% | +0.3% | +10.1% |
| 3M | +7.1% | +8.4% | -1.4% | +7.1% |
| 6M | +9.8% | -5.7% | +15.6% | +9.7% |
| YTD | +26.6% | -25.4% | +52.1% | +25.4% |
| 1Y | +20.3% | -28.9% | +49.2% | +19.0% |
| 3Y | +5.4% | -81.2% | +86.6% | -6.8% |
| All | +5.4% | -80.6% | +86.0% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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