+2.5%
SLB vs MDLZ
-4.0%
+6.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +13.6% | -1.6% | +15.2% | +13.8% |
| 3M | +1.5% | +0.9% | +0.6% | +1.2% |
| 6M | +23.0% | +7.3% | +15.7% | +21.1% |
| YTD | +51.2% | +16.4% | +34.8% | +47.1% |
| 1Y | +63.5% | +3.0% | +60.5% | +61.0% |
| 3Y | +2.5% | -3.7% | +6.2% | -2.3% |
| All | +2.5% | -4.0% | +6.5% | -2.3% |
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 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