+216.5%
SLV vs MDLZ
+86.6%
+129.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.1% | -5.4% | -5.3% |
| 7D | -5.0% | +1.7% | -6.7% | -5.3% |
| 30D | -1.8% | +1.1% | -2.9% | -2.0% |
| 3M | -0.3% | -1.8% | +1.6% | -0.2% |
| 6M | -28.2% | +12.3% | -40.5% | -29.9% |
| YTD | -10.7% | +18.0% | -28.8% | -13.7% |
| 1Y | +53.7% | +3.8% | +49.9% | +51.9% |
| 3Y | +173.7% | -2.4% | +176.1% | +171.6% |
| 5Y | +161.5% | +18.4% | +143.1% | +147.4% |
| All | +216.5% | +86.6% | +129.8% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling