+83.1%
SPY vs MDLZ
+17.7%
+65.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -1.1% | +0.4% | -1.5% | -1.2% |
| 3M | +3.9% | -0.6% | +4.5% | +3.8% |
| 6M | +13.6% | +14.7% | -1.1% | +9.0% |
| YTD | +12.7% | +18.0% | -5.3% | +6.8% |
| 1Y | +17.5% | +4.1% | +13.4% | +15.5% |
| 3Y | +76.9% | -4.6% | +81.5% | +76.8% |
| All | +83.1% | +17.7% | +65.5% | +57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling