+96.2%
SMH vs MDLZ
+3.3%
+93.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.5% |
| 7D | +2.5% | -1.7% | +4.2% | +1.7% |
| 30D | -0.5% | -2.1% | +1.6% | -1.4% |
| 3M | -9.6% | +1.3% | -11.0% | -8.2% |
| 6M | +42.1% | +6.2% | +35.9% | +44.3% |
| YTD | +57.4% | +15.8% | +41.7% | +64.6% |
| 1Y | +96.2% | +4.1% | +92.1% | +97.4% |
| All | +96.2% | +3.3% | +93.0% | +97.4% |
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