+30.5%
SNOW vs MDLZ
+25.0%
+5.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.3% |
| 7D | +8.4% | 0.0% | +8.4% | +8.4% |
| 30D | -1.0% | +1.4% | -2.4% | -1.1% |
| 3M | +38.3% | 0.0% | +38.3% | +38.1% |
| 6M | +81.3% | +9.1% | +72.2% | +78.7% |
| YTD | +51.1% | +17.9% | +33.2% | +46.1% |
| 1Y | +47.0% | +3.2% | +43.7% | +46.3% |
| 3Y | +99.7% | -2.5% | +102.2% | +99.5% |
| 5Y | +3.6% | +17.6% | -14.0% | -7.7% |
| All | +30.5% | +25.0% | +5.6% | +14.4% |
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