-4.9%
SHOP vs MDLZ
+22.7%
-27.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +7.7% |
| 7D | -9.0% | +8.9% | -17.9% | -7.9% |
| 30D | -4.4% | +15.2% | -19.6% | -2.6% |
| 3M | +24.1% | +9.5% | +14.6% | +25.6% |
| 6M | +20.0% | +11.7% | +8.3% | +21.7% |
| YTD | -4.9% | +28.4% | -33.4% | -1.9% |
| 1Y | -4.9% | +24.4% | -29.3% | -1.0% |
| All | -4.9% | +22.7% | -27.6% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling