-14.6%
SHOP vs MDLZ
+18.0%
-32.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.7% | -5.8% |
| 7D | -10.6% | 0.0% | -10.6% | -10.7% |
| 30D | -18.3% | +1.4% | -19.7% | -18.7% |
| 3M | +14.8% | 0.0% | +14.8% | +14.6% |
| 6M | -5.0% | +9.1% | -14.2% | -8.1% |
| YTD | -21.2% | +17.9% | -39.2% | -26.8% |
| 1Y | -11.6% | +3.2% | -14.8% | -13.3% |
| 3Y | +101.2% | -2.5% | +103.7% | +95.1% |
| All | -14.6% | +18.0% | -32.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling