+93.8%
SNOW vs MDLZ
-2.8%
+96.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -7.5% | +1.7% | -9.2% | -7.1% |
| 30D | -1.3% | +1.1% | -2.4% | -1.0% |
| 3M | +37.4% | -1.8% | +39.3% | +37.1% |
| 6M | +88.1% | +12.3% | +75.8% | +93.3% |
| YTD | +50.3% | +18.0% | +32.3% | +55.7% |
| 1Y | +46.0% | +3.8% | +42.2% | +49.8% |
| All | +93.8% | -2.8% | +96.6% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling