+102.0%
MDLZ vs SWKS
+31.8%
+70.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | -3.1% | +5.3% | +2.6% |
| 30D | +10.1% | +8.3% | +1.8% | +8.8% |
| 3M | +9.1% | +20.2% | -11.1% | +5.6% |
| 6M | +10.0% | +24.9% | -15.0% | +4.8% |
| YTD | +26.8% | +33.2% | -6.3% | +18.9% |
| 1Y | +22.5% | +23.6% | -1.1% | +16.2% |
| 3Y | +5.3% | +1.3% | +4.0% | -0.7% |
| 5Y | +21.4% | -40.6% | +62.0% | +24.7% |
| 10Y | +102.0% | +35.3% | +66.8% | +59.6% |
| All | +102.0% | +31.8% | +70.2% | +59.6% |
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