+4.1%
MDLZ vs SWKS
+4.6%
-0.5%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.3% |
| 7D | -1.7% | +12.5% | -14.2% | -1.9% |
| 30D | -2.1% | +10.5% | -12.6% | -2.2% |
| 3M | +1.3% | -7.4% | +8.7% | +1.9% |
| 6M | +6.2% | +32.7% | -26.5% | +3.0% |
| YTD | +15.8% | +19.2% | -3.4% | +13.4% |
| 1Y | +4.1% | +2.4% | +1.7% | +2.2% |
| All | +4.1% | +4.6% | -0.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 1y: compounded portfolio wealth divided by compounded SWKS 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…
1y analysis · Full analysis span regression · 6 months rolling