+213.7%
SLB vs MDLZ
+453.0%
-239.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +13.6% | -1.6% | +15.2% | +14.3% |
| 3M | +1.5% | +0.9% | +0.6% | +0.5% |
| 6M | +23.0% | +7.3% | +15.7% | +18.0% |
| YTD | +51.2% | +16.4% | +34.8% | +39.5% |
| 1Y | +63.5% | +3.0% | +60.5% | +59.2% |
| 3Y | +2.5% | -3.7% | +6.2% | +0.5% |
| 5Y | +139.2% | +15.6% | +123.6% | +110.2% |
| 10Y | -4.8% | +79.0% | -83.7% | -33.1% |
| All | +213.7% | +453.0% | -239.3% | +28.2% |
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