+15.4%
SOFI vs MDLZ
+17.7%
-2.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | -3.5% | +0.4% | -3.9% | -3.5% |
| 3M | +3.9% | -0.6% | +4.5% | +3.8% |
| 6M | -6.5% | +14.7% | -21.2% | -9.8% |
| YTD | -33.8% | +18.0% | -51.8% | -37.2% |
| 1Y | -33.3% | +4.1% | -37.4% | -34.4% |
| 3Y | +94.6% | -4.6% | +99.2% | +94.3% |
| All | +15.4% | +17.7% | -2.3% | -3.4% |
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 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