-5.1%
SNXX vs MDLZ
+17.6%
-22.7%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -43.1% | -0.8% | -42.3% | -45.4% |
| 7D | -66.8% | +6.9% | -73.7% | -58.4% |
| 30D | -79.7% | +12.1% | -91.7% | -69.9% |
| 3M | -72.8% | +7.7% | -80.5% | -63.4% |
| 6M | -84.7% | +10.8% | -95.5% | -73.8% |
| All | -5.1% | +17.6% | -22.7% | +59.5% |
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