+20.6%
MDLZ vs SWKS
+22.9%
-2.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +2.2% | -3.1% | +5.3% | +2.2% |
| 30D | +10.1% | +8.3% | +1.8% | +10.0% |
| 3M | +9.1% | +20.2% | -11.1% | +8.8% |
| 6M | +10.0% | +24.9% | -15.0% | +8.3% |
| YTD | +26.8% | +33.2% | -6.3% | +23.3% |
| All | +20.6% | +22.9% | -2.3% | +19.1% |
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