+81.8%
MDLZ vs SYY
+114.2%
-32.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +1.7% | +1.5% | +0.1% | +1.2% |
| 30D | +1.1% | -2.3% | +3.4% | +1.8% |
| 3M | -1.8% | +5.5% | -7.3% | -3.3% |
| 6M | +12.3% | -1.0% | +13.3% | +12.0% |
| YTD | +18.0% | +14.1% | +3.9% | +12.9% |
| 1Y | +3.8% | +5.6% | -1.7% | +1.5% |
| 3Y | -2.4% | +27.9% | -30.3% | -10.0% |
| 5Y | +18.4% | +22.7% | -4.3% | +9.7% |
| All | +81.8% | +114.2% | -32.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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