+17.6%
MDLZ vs SPXU
-85.9%
+103.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +1.4% |
| 7D | 0.0% | +1.3% | -1.3% | +0.1% |
| 30D | +1.4% | +5.1% | -3.7% | +2.0% |
| 3M | 0.0% | -9.1% | +9.2% | -0.9% |
| 6M | +9.1% | -29.6% | +38.7% | +5.3% |
| YTD | +17.9% | -27.7% | +45.6% | +14.2% |
| 1Y | +3.2% | -37.0% | +40.2% | -1.5% |
| 3Y | -2.5% | -80.2% | +77.7% | -19.3% |
| 5Y | +17.6% | -86.0% | +103.6% | -3.7% |
| All | +17.6% | -85.9% | +103.4% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling