+16.5%
MDLZ vs SWKS
-53.5%
+70.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.5% |
| 7D | -1.7% | +12.5% | -14.2% | -2.6% |
| 30D | -2.1% | +10.5% | -12.6% | -2.8% |
| 3M | +1.3% | -7.4% | +8.7% | +1.7% |
| 6M | +6.2% | +32.7% | -26.5% | +2.9% |
| YTD | +15.8% | +19.2% | -3.4% | +13.1% |
| 1Y | +4.1% | +2.4% | +1.7% | +2.9% |
| 3Y | -4.1% | -25.6% | +21.5% | -4.0% |
| All | +16.5% | -53.5% | +70.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling