+508.6%
MDLZ vs SRE
+1,229.2%
-720.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -1.0% | -5.6% | +4.6% | +0.9% |
| 30D | +7.9% | -4.5% | +12.4% | +9.6% |
| 3M | +8.9% | -7.7% | +16.6% | +11.6% |
| 6M | +10.5% | -14.4% | +24.9% | +16.0% |
| YTD | +27.1% | -9.4% | +36.5% | +30.7% |
| 1Y | +20.9% | -13.8% | +34.8% | +26.4% |
| 3Y | +5.5% | +22.2% | -16.6% | -4.6% |
| 5Y | +22.2% | +50.5% | -28.2% | +1.8% |
| 10Y | +106.1% | +124.1% | -18.0% | +45.1% |
| All | +508.6% | +1,229.2% | -720.6% | +170.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling