+327.2%
SMH vs MDLZ
+17.7%
+309.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | +1.9% | -1.6% | +0.2% |
| 30D | -2.8% | +0.4% | -3.2% | -2.8% |
| 3M | -6.7% | -0.6% | -6.1% | -6.5% |
| 6M | +41.8% | +14.7% | +27.0% | +38.7% |
| YTD | +57.9% | +18.0% | +39.9% | +53.3% |
| 1Y | +87.6% | +4.1% | +83.5% | +86.2% |
| 3Y | +282.9% | -4.6% | +287.5% | +282.2% |
| All | +327.2% | +17.7% | +309.5% | +263.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling