+495.6%
MDLZ vs SPXU
-100.0%
+595.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.0% | +7.7% | -0.8% |
| 7D | +0.1% | -1.5% | +1.6% | 0.0% |
| 30D | +10.0% | +9.7% | +0.3% | +12.3% |
| 3M | +7.1% | +8.4% | -1.4% | +9.2% |
| 6M | +9.8% | -5.7% | +15.6% | +8.9% |
| YTD | +26.6% | -25.4% | +52.1% | +20.3% |
| 1Y | +20.3% | -28.9% | +49.2% | +13.3% |
| 3Y | +5.4% | -81.2% | +86.6% | -22.9% |
| 5Y | +22.2% | -83.3% | +105.5% | -4.6% |
| 10Y | +92.2% | -99.5% | +191.7% | -18.7% |
| All | +495.6% | -100.0% | +595.6% | +38.3% |
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