+5.2%
SSPC vs MDLZ
+8.8%
-3.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.5% | +4.3% | +2.5% |
| 7D | +11.8% | +8.9% | +2.9% | -0.9% |
| 30D | +44.7% | +15.2% | +29.5% | +23.3% |
| 3M | -40.7% | +9.5% | -50.2% | -45.7% |
| All | +5.2% | +8.8% | -3.6% | -4.9% |
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 · Available span rolling