+72.6%
SPY vs MDLZ
+23.2%
+49.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.7% |
| 7D | +2.6% | +2.3% | +0.3% | +2.1% |
| 30D | -2.0% | +7.9% | -9.9% | -3.6% |
| 3M | -2.8% | +7.3% | -10.0% | -4.3% |
| 6M | +2.1% | +11.7% | -9.5% | -0.7% |
| YTD | +11.5% | +28.7% | -17.3% | +3.8% |
| 1Y | +13.5% | +22.8% | -9.3% | +7.1% |
| 3Y | +77.7% | +6.6% | +71.1% | +72.1% |
| All | +72.6% | +23.2% | +49.3% | +48.3% |
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