-3.7%
MDLZ vs SPXU
-80.6%
+76.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.6% |
| 7D | 0.0% | -1.5% | +1.5% | 0.0% |
| 30D | -1.6% | +3.7% | -5.3% | -1.5% |
| 3M | +0.9% | -9.6% | +10.5% | +0.7% |
| 6M | +7.3% | -32.4% | +39.7% | +5.9% |
| YTD | +16.4% | -28.7% | +45.1% | +15.1% |
| 1Y | +3.0% | -38.2% | +41.2% | +1.1% |
| 3Y | -3.7% | -80.4% | +76.7% | -16.8% |
| All | -3.7% | -80.6% | +76.8% | -16.8% |
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