+81.7%
MDLZ vs SCHG
+459.0%
-377.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | +0.4% | -1.3% | +1.7% | +0.9% |
| 3M | -0.6% | +5.4% | -6.1% | -2.8% |
| 6M | +14.7% | +14.4% | +0.3% | +8.4% |
| YTD | +18.0% | +8.0% | +9.9% | +13.8% |
| 1Y | +4.1% | +12.7% | -8.6% | -1.6% |
| 3Y | -4.6% | +85.6% | -90.2% | -30.4% |
| 5Y | +18.4% | +85.5% | -67.2% | -15.6% |
| All | +81.7% | +459.0% | -377.3% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling