+135.9%
SHOP vs MDLZ
+7.0%
+128.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.3% |
| 7D | -1.2% | +2.3% | -3.5% | -1.1% |
| 30D | -14.7% | +7.9% | -22.7% | -14.1% |
| 3M | -7.2% | +7.3% | -14.5% | -6.6% |
| 6M | +54.2% | +11.7% | +42.5% | +55.7% |
| YTD | -8.6% | +28.7% | -37.4% | -6.6% |
| 1Y | +0.5% | +22.8% | -22.3% | +2.6% |
| 3Y | +135.9% | +6.6% | +129.4% | +147.7% |
| All | +135.9% | +7.0% | +128.9% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling