+30.8%
SOXX vs MDLZ
+23.3%
+7.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -70.7% | -0.8% | -69.9% | -70.6% |
| 7D | -23.0% | +6.9% | -29.9% | -20.5% |
| 30D | -32.9% | +12.1% | -44.9% | -28.4% |
| 3M | -25.3% | +7.7% | -33.0% | -22.0% |
| 6M | -17.8% | +10.8% | -28.5% | -11.5% |
| YTD | +32.1% | +27.4% | +4.7% | +44.7% |
| 1Y | +30.8% | +23.5% | +7.3% | +42.5% |
| All | +30.8% | +23.3% | +7.5% | +42.5% |
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