+43.4%
SMH vs MDLZ
+22.7%
+20.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -0.6% |
| 7D | -11.2% | +8.9% | -20.1% | -6.1% |
| 30D | -20.4% | +15.2% | -35.6% | -13.2% |
| 3M | -12.4% | +9.5% | -21.9% | -6.7% |
| 6M | -0.5% | +11.7% | -12.2% | +8.3% |
| YTD | +40.0% | +28.4% | +11.6% | +56.4% |
| 1Y | +43.4% | +24.4% | +19.0% | +58.7% |
| All | +43.4% | +22.7% | +20.7% | +58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling