+2.2%
SPGI vs MDLZ
+17.0%
-14.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -3.0% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | +2.0% | +1.4% | +0.6% | +1.5% |
| 3M | +4.3% | 0.0% | +4.3% | +4.0% |
| 6M | -0.2% | +9.1% | -9.4% | -3.7% |
| YTD | -14.8% | +17.9% | -32.7% | -20.6% |
| 1Y | -18.5% | +3.2% | -21.8% | -20.0% |
| 3Y | +16.0% | -2.5% | +18.4% | +14.1% |
| 5Y | +2.2% | +17.6% | -15.4% | -12.9% |
| All | +2.2% | +17.0% | -14.8% | -12.9% |
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 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