+7,788.2%
SHOP vs MDLZ
+97.5%
+7,690.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.6% | -8.1% | -7.8% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | -11.5% | -1.6% | -10.0% | -11.0% |
| 3M | +21.1% | +0.9% | +20.2% | +20.2% |
| 6M | +3.0% | +7.3% | -4.3% | -1.3% |
| YTD | -16.7% | +16.4% | -33.1% | -24.3% |
| 1Y | -8.3% | +3.0% | -11.2% | -11.5% |
| 3Y | +112.8% | -3.7% | +116.5% | +105.9% |
| 5Y | -9.3% | +15.6% | -24.9% | -21.5% |
| 10Y | +3,003.4% | +79.0% | +2,924.5% | +2,043.2% |
| All | +7,788.2% | +97.5% | +7,690.7% | +5,919.5% |
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