+175.8%
SLV vs MDLZ
+108.1%
+67.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.4% |
| 7D | -5.8% | +2.3% | -8.1% | -6.2% |
| 30D | -12.1% | +7.9% | -20.1% | -13.2% |
| 3M | -24.1% | +7.3% | -31.4% | -25.0% |
| 6M | -44.4% | +11.7% | -56.1% | -45.5% |
| YTD | -31.5% | +28.7% | -60.2% | -34.7% |
| 1Y | -6.9% | +22.8% | -29.7% | -10.5% |
| 3Y | +116.0% | +6.6% | +109.4% | +111.6% |
| 5Y | +88.4% | +23.2% | +65.3% | +77.5% |
| All | +175.8% | +108.1% | +67.7% | +145.7% |
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