+401.8%
MDLZ vs SCHG
+1,135.4%
-733.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.6% | -1.5% | -0.1% | -0.9% |
| 3M | +0.9% | +4.4% | -3.5% | -1.4% |
| 6M | +7.3% | +15.7% | -8.4% | -0.3% |
| YTD | +16.4% | +8.3% | +8.1% | +11.3% |
| 1Y | +3.0% | +14.2% | -11.3% | -4.3% |
| 3Y | -3.7% | +88.3% | -92.0% | -33.3% |
| 5Y | +15.6% | +83.5% | -67.8% | -21.0% |
| 10Y | +79.0% | +444.2% | -365.2% | -41.8% |
| All | +401.8% | +1,135.4% | -733.6% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling