+194.8%
SNXX vs MDLZ
+12.9%
+181.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | 0.0% | -7.0% | -7.2% |
| 7D | -12.0% | +1.9% | -13.9% | -6.4% |
| 30D | +37.9% | +0.4% | +37.5% | +39.8% |
| 3M | -52.7% | -0.6% | -52.0% | -34.0% |
| 6M | +194.8% | +14.7% | +180.1% | +258.9% |
| All | +194.8% | +12.9% | +181.9% | +258.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling