+251.0%
SPOT vs MDLZ
+86.4%
+164.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.3% | -1.4% |
| 7D | -6.5% | 0.0% | -6.5% | -6.5% |
| 30D | +2.2% | +1.4% | +0.7% | +1.8% |
| 3M | +5.4% | 0.0% | +5.4% | +5.3% |
| 6M | -4.0% | +9.1% | -13.2% | -6.3% |
| YTD | -9.9% | +17.9% | -27.9% | -14.0% |
| 1Y | -27.3% | +3.2% | -30.5% | -28.3% |
| 3Y | +236.4% | -2.5% | +238.9% | +230.2% |
| 5Y | +112.6% | +17.6% | +95.0% | +93.5% |
| All | +251.0% | +86.4% | +164.6% | +176.5% |
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