+454.2%
MDLZ vs SYY
+436.9%
+17.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | -2.1% | -4.9% | +2.8% | -0.5% |
| 3M | +1.3% | +8.4% | -7.1% | -1.2% |
| 6M | +6.2% | -7.4% | +13.6% | +8.1% |
| YTD | +15.8% | +11.0% | +4.8% | +10.9% |
| 1Y | +4.1% | -0.2% | +4.3% | +3.2% |
| 3Y | -4.1% | +23.8% | -27.9% | -11.9% |
| 5Y | +13.4% | +18.1% | -4.8% | +4.5% |
| 10Y | +75.7% | +94.6% | -18.9% | +26.1% |
| All | +454.2% | +436.9% | +17.3% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling