-1.6%
SPOT vs MDLZ
+9.3%
-10.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -6.9% | +1.7% | -8.5% | -7.1% |
| 30D | +4.1% | +1.1% | +3.0% | +4.0% |
| 3M | +3.7% | -1.8% | +5.6% | +3.3% |
| 6M | -1.6% | +12.3% | -13.9% | -3.6% |
| All | -1.6% | +9.3% | -10.9% | -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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling