+1,537.1%
SOXX vs MDLZ
+86.5%
+1,450.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.4% | +1.9% | -0.5% | +0.7% |
| 30D | -3.6% | +0.4% | -4.0% | -3.9% |
| 3M | -10.2% | -0.6% | -9.5% | -11.1% |
| 6M | +54.2% | +14.7% | +39.5% | +42.1% |
| YTD | +75.2% | +18.0% | +57.2% | +58.2% |
| 1Y | +107.5% | +4.1% | +103.4% | +98.2% |
| 3Y | +226.8% | -4.6% | +231.3% | +215.1% |
| 5Y | +251.2% | +18.4% | +232.9% | +190.0% |
| All | +1,537.1% | +86.5% | +1,450.6% | +972.2% |
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