+104.5%
MDLZ vs SPY
+308.5%
-204.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | -0.4% | +3.3% | -3.7% | -2.1% |
| 30D | +8.2% | -2.7% | +10.9% | +9.6% |
| 3M | +8.0% | -1.7% | +9.7% | +8.7% |
| 6M | +9.7% | +3.1% | +6.7% | +7.1% |
| YTD | +26.9% | +11.9% | +15.0% | +17.8% |
| 1Y | +20.9% | +12.0% | +8.9% | +12.1% |
| 3Y | +5.3% | +78.2% | -72.9% | -29.2% |
| 5Y | +21.4% | +73.2% | -51.9% | -17.8% |
| All | +104.5% | +308.5% | -204.0% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling