+2,063.4%
SPGI vs MDLZ
+449.8%
+1,613.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.4% |
| 7D | +0.1% | -1.7% | +1.9% | +1.0% |
| 30D | +8.4% | -2.1% | +10.5% | +9.5% |
| 3M | +11.8% | +1.3% | +10.5% | +10.6% |
| 6M | +5.7% | +6.2% | -0.5% | +1.6% |
| YTD | -9.7% | +15.8% | -25.5% | -17.7% |
| 1Y | -12.5% | +4.1% | -16.6% | -15.8% |
| 3Y | +21.8% | -4.1% | +25.9% | +19.7% |
| 5Y | +8.2% | +13.4% | -5.2% | -4.1% |
| 10Y | +309.5% | +75.7% | +233.8% | +183.2% |
| All | +2,063.4% | +449.8% | +1,613.5% | +729.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling