+87.9%
MDLZ vs SRE
+118.9%
-31.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | 0.0% | +1.5% | -1.5% | -0.6% |
| 30D | +1.4% | +0.8% | +0.6% | +1.0% |
| 3M | 0.0% | -5.8% | +5.8% | +1.9% |
| 6M | +9.1% | -7.8% | +16.9% | +11.9% |
| YTD | +17.9% | -2.4% | +20.3% | +18.4% |
| 1Y | +3.2% | +8.9% | -5.7% | -0.5% |
| 3Y | -2.5% | +31.1% | -33.6% | -15.1% |
| 5Y | +17.6% | +48.6% | -31.0% | -3.8% |
| 10Y | +87.9% | +126.1% | -38.2% | +25.3% |
| All | +87.9% | +118.9% | -31.0% | +25.3% |
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