+10.5%
MDLZ vs SUNB
+15.5%
-5.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.4% |
| 7D | -1.0% | +3.2% | -4.2% | -0.8% |
| 30D | +7.9% | +10.3% | -2.3% | +8.6% |
| 3M | +8.9% | +3.9% | +5.1% | +8.5% |
| 6M | +10.5% | +17.5% | -7.0% | +11.7% |
| All | +10.5% | +15.5% | -5.0% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 6mo: compounded portfolio wealth divided by compounded SUNB 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…
6mo analysis · Full analysis span regression · 6 months rolling