+4,167.1%
SMCI vs MDLZ
+393.2%
+3,773.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -1.3% | +1.7% | -3.0% | -2.0% |
| 30D | +18.3% | +1.1% | +17.2% | +17.5% |
| 3M | +27.7% | -1.8% | +29.6% | +27.0% |
| 6M | +17.6% | +12.3% | +5.3% | +8.6% |
| YTD | +27.7% | +18.0% | +9.7% | +13.9% |
| 1Y | -14.9% | +3.8% | -18.7% | -19.3% |
| 3Y | +33.2% | -2.4% | +35.6% | +21.9% |
| 5Y | +921.6% | +18.4% | +903.2% | +715.2% |
| 10Y | +1,672.4% | +88.1% | +1,584.3% | +944.2% |
| All | +4,167.1% | +393.2% | +3,773.9% | +1,376.7% |
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 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