+444.5%
MDLZ vs SPXU
-100.0%
+544.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | 0.0% |
| 7D | -1.7% | -0.1% | -1.6% | -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% | -0.7% |
| YTD | +15.8% | -29.9% | +45.7% | +8.3% |
| 1Y | +4.1% | -39.1% | +43.2% | -5.2% |
| 3Y | -4.1% | -80.0% | +75.9% | -28.6% |
| 5Y | +13.4% | -86.0% | +99.4% | -15.0% |
| 10Y | +75.7% | -99.5% | +175.3% | -26.4% |
| All | +444.5% | -100.0% | +544.5% | +24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling