+1,817.6%
SMH vs MDLZ
+86.5%
+1,731.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | +1.9% | -1.6% | -0.4% |
| 30D | -2.8% | +0.4% | -3.2% | -3.1% |
| 3M | -6.7% | -0.6% | -6.1% | -7.5% |
| 6M | +41.8% | +14.7% | +27.0% | +31.7% |
| YTD | +57.9% | +18.0% | +39.9% | +43.9% |
| 1Y | +87.6% | +4.1% | +83.5% | +80.2% |
| 3Y | +282.9% | -4.6% | +287.5% | +270.0% |
| 5Y | +330.4% | +18.4% | +312.0% | +257.8% |
| All | +1,817.6% | +86.5% | +1,731.1% | +1,168.2% |
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