-23.8%
SPOT vs MDLZ
+3.7%
-27.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -3.1% | +1.9% | -5.0% | -3.1% |
| 30D | +7.4% | +0.4% | +7.0% | +7.4% |
| 3M | +8.2% | -0.6% | +8.8% | +7.8% |
| 6M | +2.2% | +14.7% | -12.5% | +3.8% |
| YTD | -9.5% | +18.0% | -27.4% | -7.5% |
| 1Y | -23.8% | +4.1% | -28.0% | -23.7% |
| All | -23.8% | +3.7% | -27.5% | -23.7% |
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 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