+16.5%
MDLZ vs SGI
+60.4%
-43.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | -1.7% | +8.5% | -10.3% | -2.6% |
| 30D | -2.1% | +0.7% | -2.8% | -2.3% |
| 3M | +1.3% | +0.6% | +0.7% | +1.0% |
| 6M | +6.2% | -17.9% | +24.1% | +8.0% |
| YTD | +15.8% | -21.2% | +37.0% | +18.1% |
| 1Y | +4.1% | -18.9% | +23.0% | +5.7% |
| 3Y | -4.1% | +52.6% | -56.7% | -10.6% |
| All | +16.5% | +60.4% | -43.8% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling