+2,695.8%
SMH vs MDLZ
+460.1%
+2,235.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.4% |
| 7D | +4.3% | 0.0% | +4.4% | +4.3% |
| 30D | +0.9% | +1.4% | -0.6% | +0.1% |
| 3M | -2.8% | 0.0% | -2.9% | -4.2% |
| 6M | +45.6% | +9.1% | +36.5% | +37.6% |
| YTD | +59.5% | +17.9% | +41.5% | +44.8% |
| 1Y | +93.4% | +3.2% | +90.2% | +85.6% |
| 3Y | +287.1% | -2.5% | +289.6% | +268.5% |
| 5Y | +338.0% | +17.6% | +320.5% | +277.4% |
| 10Y | +1,876.8% | +87.9% | +1,788.9% | +1,251.5% |
| All | +2,695.8% | +460.1% | +2,235.7% | +895.5% |
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