+5.3%
MDLZ vs SYY
+25.9%
-20.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +2.2% | +4.7% | -2.6% | +0.7% |
| 30D | +10.1% | -0.7% | +10.8% | +10.2% |
| 3M | +9.1% | -6.8% | +15.9% | +11.3% |
| 6M | +10.0% | +8.6% | +1.3% | +7.1% |
| YTD | +26.8% | +8.4% | +18.4% | +21.5% |
| 1Y | +22.5% | +7.1% | +15.4% | +17.8% |
| 3Y | +5.3% | +25.2% | -19.9% | -3.9% |
| All | +5.3% | +25.9% | -20.6% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling