-0.3%
SPOT vs MDLZ
+22.7%
-23.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.9% |
| 7D | +16.6% | +8.9% | +7.7% | +14.7% |
| 30D | +29.9% | +15.2% | +14.7% | +27.8% |
| 3M | +31.3% | +9.5% | +21.8% | +29.4% |
| 6M | +43.2% | +11.7% | +31.5% | +41.4% |
| YTD | +8.1% | +28.4% | -20.4% | +8.8% |
| 1Y | -0.3% | +24.4% | -24.7% | +0.8% |
| All | -0.3% | +22.7% | -23.0% | +0.8% |
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