+42.0%
SOFI vs MDLZ
+23.1%
+18.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | +1.9% | -6.8% | -5.0% |
| 30D | -3.5% | +0.4% | -3.9% | -3.5% |
| 3M | +3.9% | -0.6% | +4.5% | +3.9% |
| 6M | -6.5% | +14.7% | -21.2% | -8.1% |
| YTD | -33.8% | +18.0% | -51.8% | -35.6% |
| 1Y | -33.3% | +4.1% | -37.4% | -33.8% |
| 3Y | +94.6% | -4.6% | +99.2% | +95.0% |
| 5Y | +13.3% | +18.4% | -5.1% | +10.9% |
| All | +42.0% | +23.1% | +18.8% | +26.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling