+333.1%
SLV vs MDLZ
+402.6%
-69.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | -1.7% | +1.4% | -0.1% |
| 30D | +6.7% | -2.1% | +8.8% | +7.0% |
| 3M | -10.7% | +1.3% | -12.0% | -11.1% |
| 6M | -20.6% | +6.2% | -26.8% | -21.6% |
| YTD | -7.1% | +15.8% | -22.9% | -9.6% |
| 1Y | +62.0% | +4.1% | +57.9% | +60.1% |
| 3Y | +169.8% | -4.1% | +173.9% | +168.5% |
| 5Y | +161.5% | +13.4% | +148.1% | +152.2% |
| 10Y | +224.4% | +75.7% | +148.7% | +192.2% |
| All | +333.1% | +402.6% | -69.5% | +207.3% |
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