+52.0%
SNOW vs MDLZ
+3.3%
+48.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.1% | -5.6% |
| 7D | +2.8% | -1.7% | +4.5% | +2.0% |
| 30D | +6.4% | -2.1% | +8.5% | +5.5% |
| 3M | +38.1% | +1.3% | +36.8% | +39.5% |
| 6M | +100.4% | +6.2% | +94.2% | +109.5% |
| YTD | +53.7% | +15.8% | +37.9% | +71.6% |
| 1Y | +52.0% | +4.1% | +47.8% | +58.1% |
| All | +52.0% | +3.3% | +48.7% | +58.1% |
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 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