+104.5%
MDLZ vs SRE
+126.1%
-21.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -0.4% | -1.1% | +0.7% | 0.0% |
| 30D | +8.2% | -4.1% | +12.3% | +9.7% |
| 3M | +8.0% | -7.3% | +15.3% | +10.6% |
| 6M | +9.7% | -14.1% | +23.9% | +15.3% |
| YTD | +26.9% | -8.5% | +35.4% | +30.1% |
| 1Y | +20.9% | -12.0% | +32.9% | +25.6% |
| 3Y | +5.3% | +23.4% | -18.0% | -6.3% |
| 5Y | +21.4% | +51.3% | -29.9% | -1.6% |
| All | +104.5% | +126.1% | -21.5% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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