+454.2%
MDLZ vs SUI
+1,370.8%
-916.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.7% | -2.8% | +1.1% | -1.0% |
| 30D | -2.1% | -1.2% | -0.9% | -1.8% |
| 3M | +1.3% | -1.7% | +3.1% | +1.9% |
| 6M | +6.2% | -10.5% | +16.7% | +9.3% |
| YTD | +15.8% | -1.8% | +17.6% | +16.2% |
| 1Y | +4.1% | -4.1% | +8.2% | +5.1% |
| 3Y | -4.1% | +11.3% | -15.3% | -8.0% |
| 5Y | +13.4% | -32.1% | +45.5% | +22.2% |
| 10Y | +75.7% | +110.4% | -34.7% | +40.2% |
| All | +454.2% | +1,370.8% | -916.5% | +156.3% |
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