+516.3%
MDLZ vs SU
+1,672.6%
-1,156.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +2.3% | +1.7% | +0.6% | +2.1% |
| 30D | +7.9% | -7.9% | +15.8% | +9.0% |
| 3M | +7.3% | +7.5% | -0.3% | +6.0% |
| 6M | +11.7% | +7.2% | +4.5% | +10.2% |
| YTD | +28.7% | +60.9% | -32.2% | +20.2% |
| 1Y | +22.8% | +63.6% | -40.9% | +14.3% |
| 3Y | +6.6% | +128.9% | -122.3% | -6.2% |
| 5Y | +23.2% | +228.3% | -205.1% | +1.1% |
| 10Y | +108.7% | +240.6% | -131.8% | +61.3% |
| All | +516.3% | +1,672.6% | -1,156.4% | +307.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling