+179.7%
SLB vs MDLZ
+502.5%
-322.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | +4.4% | +8.2% | -3.8% | +0.3% |
| 3M | -2.7% | +8.0% | -10.7% | -6.5% |
| 6M | -7.5% | +9.7% | -17.3% | -12.4% |
| YTD | +34.8% | +26.9% | +7.9% | +19.1% |
| 1Y | +44.6% | +20.9% | +23.7% | +30.5% |
| 3Y | +3.2% | +5.3% | -2.1% | -3.0% |
| 5Y | +73.6% | +21.4% | +52.2% | +49.0% |
| 10Y | -14.3% | +105.7% | -120.0% | -43.6% |
| All | +179.7% | +502.5% | -322.8% | +9.5% |
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