+90.0%
MDLZ vs SWKS
+33.1%
+56.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | +1.7% | -6.2% | +7.8% | +2.5% |
| 30D | +11.2% | -1.5% | +12.7% | +11.3% |
| 3M | +6.1% | +23.0% | -16.8% | +2.4% |
| 6M | +8.6% | +27.6% | -19.1% | +3.0% |
| YTD | +25.8% | +32.3% | -6.5% | +18.0% |
| 1Y | +21.7% | +20.1% | +1.5% | +15.9% |
| 3Y | +5.8% | +0.6% | +5.2% | -0.2% |
| 5Y | +21.4% | -42.3% | +63.7% | +25.4% |
| All | +90.0% | +33.1% | +56.9% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling