+22.2%
MDLZ vs SRE
+47.0%
-24.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.4% |
| 7D | +0.1% | -8.4% | +8.5% | +2.5% |
| 30D | +10.0% | -3.2% | +13.1% | +10.9% |
| 3M | +7.1% | -5.3% | +12.4% | +8.4% |
| 6M | +9.8% | -12.6% | +22.4% | +13.7% |
| YTD | +26.6% | -8.8% | +35.4% | +29.4% |
| 1Y | +20.3% | -13.4% | +33.7% | +24.7% |
| 3Y | +5.4% | +24.4% | -19.0% | -6.1% |
| 5Y | +22.2% | +47.3% | -25.1% | -1.4% |
| All | +22.2% | +47.0% | -24.8% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling