+4,437.1%
SNDK vs MDLZ
+8.2%
+4,428.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -6.1% | +1.9% | -8.0% | -4.8% |
| 30D | +21.5% | +0.4% | +21.1% | +22.0% |
| 3M | -13.2% | -0.6% | -12.6% | -9.1% |
| 6M | +149.2% | +14.7% | +134.5% | +168.4% |
| YTD | +588.1% | +18.0% | +570.1% | +663.4% |
| 1Y | +1,837.5% | +4.1% | +1,833.4% | +1,997.3% |
| All | +4,437.1% | +8.2% | +4,428.9% | +4,422.1% |
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 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