+502.4%
MDLZ vs SPY
+820.2%
-317.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | +1.7% | -2.7% | +4.4% | +3.1% |
| 30D | +11.2% | -5.4% | +16.6% | +14.4% |
| 3M | +6.1% | -4.1% | +10.2% | +8.3% |
| 6M | +8.6% | +0.7% | +7.8% | +7.4% |
| YTD | +25.8% | +8.7% | +17.2% | +19.0% |
| 1Y | +21.7% | +10.9% | +10.8% | +13.7% |
| 3Y | +5.8% | +75.0% | -69.2% | -25.6% |
| 5Y | +21.4% | +67.8% | -46.4% | -13.6% |
| 10Y | +97.2% | +312.9% | -215.6% | -17.2% |
| All | +502.4% | +820.2% | -317.8% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling