-11.2%
SHOP vs MDLZ
+3.7%
-14.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -11.2% | +1.9% | -13.1% | -11.0% |
| 30D | -14.4% | +0.4% | -14.8% | -14.3% |
| 3M | +16.6% | -0.6% | +17.2% | +15.5% |
| 6M | -0.6% | +14.7% | -15.3% | +3.7% |
| YTD | -20.0% | +18.0% | -38.0% | -18.0% |
| 1Y | -11.2% | +4.1% | -15.3% | -10.3% |
| All | -11.2% | +3.7% | -14.9% | -10.3% |
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 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