-20.5%
SPGI vs MDLZ
+3.7%
-24.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -7.4% | +1.9% | -9.3% | -7.7% |
| 30D | +0.4% | +0.4% | 0.0% | +0.3% |
| 3M | +5.3% | -0.6% | +5.9% | +4.6% |
| 6M | +1.7% | +14.7% | -13.1% | +0.4% |
| YTD | -16.4% | +18.0% | -34.3% | -18.5% |
| 1Y | -20.5% | +4.1% | -24.6% | -20.9% |
| All | -20.5% | +3.7% | -24.2% | -20.9% |
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 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