+20.3%
SGOV vs MDLZ
+40.7%
-20.5%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | 0.0% | +1.9% | -1.8% | 0.0% |
| 30D | +0.3% | +0.4% | -0.1% | +0.3% |
| 3M | +0.9% | -0.6% | +1.6% | +0.9% |
| 6M | +1.8% | +14.7% | -12.9% | +1.8% |
| YTD | +2.5% | +18.0% | -15.4% | +2.5% |
| 1Y | +3.8% | +4.1% | -0.3% | +3.8% |
| 3Y | +14.4% | -4.6% | +19.0% | +14.4% |
| 5Y | +20.2% | +18.4% | +1.8% | +20.2% |
| All | +20.3% | +40.7% | -20.5% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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