+509.7%
MDLZ vs SWKS
+335.1%
+174.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.2% | -0.7% |
| 7D | +6.9% | -9.2% | +16.1% | +7.7% |
| 30D | +12.1% | -1.9% | +14.0% | +12.2% |
| 3M | +7.7% | +21.2% | -13.5% | +5.5% |
| 6M | +10.8% | +12.9% | -2.1% | +8.6% |
| YTD | +27.4% | +30.7% | -3.4% | +23.0% |
| 1Y | +23.5% | +14.1% | +9.4% | +20.7% |
| 3Y | +6.2% | -1.7% | +7.9% | +3.3% |
| 5Y | +22.9% | -43.0% | +65.9% | +24.1% |
| 10Y | +99.6% | +34.3% | +65.3% | +84.1% |
| All | +509.7% | +335.1% | +174.6% | +339.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling