+22.9%
MDLZ vs SWKS
-44.4%
+67.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.7% |
| 7D | +6.9% | -9.2% | +16.1% | +7.5% |
| 30D | +12.1% | -1.9% | +14.0% | +12.1% |
| 3M | +7.7% | +21.2% | -13.5% | +6.0% |
| 6M | +10.8% | +12.9% | -2.1% | +9.0% |
| YTD | +27.4% | +30.7% | -3.4% | +23.4% |
| 1Y | +23.5% | +14.1% | +9.4% | +21.0% |
| 3Y | +6.2% | -1.7% | +7.9% | +2.7% |
| 5Y | +22.9% | -43.0% | +65.9% | +21.3% |
| All | +22.9% | -44.4% | +67.3% | +21.3% |
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