+3.3%
SNOW vs MDLZ
+17.7%
-14.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.4% | +1.9% | -4.3% | -2.5% |
| 30D | -1.0% | +0.4% | -1.4% | -1.0% |
| 3M | +36.9% | -0.6% | +37.5% | +36.8% |
| 6M | +83.4% | +14.7% | +68.6% | +79.9% |
| YTD | +50.0% | +18.0% | +32.0% | +45.7% |
| 1Y | +46.5% | +4.1% | +42.4% | +46.0% |
| 3Y | +93.3% | -4.6% | +97.9% | +96.3% |
| All | +3.3% | +17.7% | -14.3% | -14.8% |
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