+139.3%
SLB vs MDLZ
+17.0%
+122.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -1.9% | 0.0% | -1.8% | -1.9% |
| 30D | +7.8% | +1.4% | +6.3% | +7.5% |
| 3M | +2.7% | 0.0% | +2.7% | +2.5% |
| 6M | +22.2% | +9.1% | +13.0% | +19.5% |
| YTD | +51.1% | +17.9% | +33.1% | +45.5% |
| 1Y | +63.3% | +3.2% | +60.1% | +61.0% |
| 3Y | +2.4% | -2.5% | +4.9% | +0.8% |
| 5Y | +139.3% | +17.6% | +121.8% | +119.0% |
| All | +139.3% | +17.0% | +122.3% | +119.0% |
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