+13.7%
SPGI vs MDLZ
+23.2%
-9.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.6% |
| 7D | +1.2% | +2.3% | -1.1% | +0.4% |
| 30D | +15.9% | +7.9% | +8.0% | +12.9% |
| 3M | +12.3% | +7.3% | +5.0% | +9.5% |
| 6M | +23.7% | +11.7% | +12.0% | +18.7% |
| YTD | -3.5% | +28.7% | -32.3% | -12.8% |
| 1Y | +0.4% | +22.8% | -22.4% | -7.5% |
| 3Y | +29.9% | +6.6% | +23.3% | +24.0% |
| All | +13.7% | +23.2% | -9.5% | -3.6% |
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