+509.7%
MDLZ vs SUI
+1,418.5%
-908.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +6.9% | +8.8% | -1.9% | +4.5% |
| 30D | +12.1% | +8.9% | +3.1% | +9.5% |
| 3M | +7.7% | +2.0% | +5.7% | +7.0% |
| 6M | +10.8% | -0.6% | +11.4% | +10.9% |
| YTD | +27.4% | +1.3% | +26.0% | +26.7% |
| 1Y | +23.5% | +1.3% | +22.3% | +22.9% |
| 3Y | +6.2% | +16.3% | -10.1% | +0.7% |
| 5Y | +22.9% | -25.1% | +47.9% | +29.0% |
| 10Y | +99.6% | +121.1% | -21.5% | +57.2% |
| All | +509.7% | +1,418.5% | -908.8% | +179.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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