+454.2%
MDLZ vs SPY
+861.5%
-407.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -2.1% | +0.1% | -2.2% | -2.2% |
| 3M | +1.3% | +2.0% | -0.7% | -0.2% |
| 6M | +6.2% | +13.0% | -6.8% | -1.3% |
| YTD | +15.8% | +13.5% | +2.2% | +7.1% |
| 1Y | +4.1% | +20.0% | -15.8% | -6.8% |
| 3Y | -4.1% | +77.2% | -81.3% | -32.8% |
| 5Y | +13.4% | +81.9% | -68.5% | -22.8% |
| 10Y | +75.7% | +314.1% | -238.3% | -26.1% |
| All | +454.2% | +861.5% | -407.2% | +41.8% |
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