-4.6%
MDLZ vs SU
+120.6%
-125.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.1% |
| 30D | +1.4% | +10.7% | -9.3% | +1.1% |
| 3M | 0.0% | +13.5% | -13.5% | -0.4% |
| 6M | +9.1% | +21.8% | -12.7% | +8.3% |
| YTD | +17.9% | +58.8% | -40.9% | +16.4% |
| 1Y | +3.2% | +72.0% | -68.8% | +1.8% |
| All | -4.6% | +120.6% | -125.2% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 3y: compounded portfolio wealth divided by compounded SU 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…
3y analysis · Full analysis span regression · 6 months rolling