+3.0%
MDLZ vs SGI
-19.6%
+22.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | 0.0% | +9.3% | -9.3% | -0.7% |
| 30D | -1.6% | +6.9% | -8.4% | -2.1% |
| 3M | +0.9% | +2.8% | -2.0% | +0.2% |
| 6M | +7.3% | -12.6% | +19.9% | +8.1% |
| YTD | +16.4% | -21.5% | +38.0% | +18.7% |
| 1Y | +3.0% | -18.8% | +21.7% | +4.0% |
| All | +3.0% | -19.6% | +22.6% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling