+87.9%
MDLZ vs SGI
+263.3%
-175.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.5% |
| 7D | 0.0% | +0.6% | -0.7% | -0.1% |
| 30D | +1.4% | +5.5% | -4.1% | +0.8% |
| 3M | 0.0% | -3.6% | +3.6% | +0.2% |
| 6M | +9.1% | -15.0% | +24.2% | +10.4% |
| YTD | +17.9% | -23.0% | +41.0% | +20.4% |
| 1Y | +3.2% | -18.4% | +21.6% | +4.6% |
| 3Y | -2.5% | +57.8% | -60.3% | -8.8% |
| 5Y | +17.6% | +51.5% | -33.9% | +8.1% |
| 10Y | +87.9% | +275.2% | -187.2% | +53.3% |
| All | +87.9% | +263.3% | -175.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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