+454.2%
MDLZ vs SPYG
+901.4%
-447.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -2.1% | -0.4% | -1.7% | -2.0% |
| 3M | +1.3% | +0.5% | +0.8% | +0.4% |
| 6M | +6.2% | +17.5% | -11.3% | -2.1% |
| YTD | +15.8% | +14.3% | +1.4% | +7.8% |
| 1Y | +4.1% | +21.7% | -17.6% | -6.1% |
| 3Y | -4.1% | +98.6% | -102.7% | -33.6% |
| 5Y | +13.4% | +85.1% | -71.7% | -20.5% |
| 10Y | +75.7% | +412.0% | -336.3% | -26.6% |
| All | +454.2% | +901.4% | -447.2% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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