+106.1%
MDLZ vs SGI
+337.7%
-231.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -1.0% | -10.5% | +9.5% | +0.2% |
| 30D | +7.9% | +0.1% | +7.8% | +7.9% |
| 3M | +8.9% | -4.0% | +12.9% | +9.2% |
| 6M | +10.5% | -5.6% | +16.1% | +10.7% |
| YTD | +27.1% | -29.5% | +56.6% | +31.1% |
| 1Y | +20.9% | -31.5% | +52.4% | +25.0% |
| 3Y | +5.5% | +71.6% | -66.1% | -2.6% |
| 5Y | +22.2% | +50.5% | -28.3% | +11.9% |
| 10Y | +106.1% | +333.9% | -227.8% | +63.9% |
| All | +106.1% | +337.7% | -231.6% | +63.9% |
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