+478.9%
MDLZ vs SGI
+1,862.0%
-1,383.1%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.4% | +0.7% |
| 7D | +2.2% | -3.9% | +6.1% | +2.6% |
| 30D | +10.1% | +0.9% | +9.2% | +10.0% |
| 3M | +9.1% | -2.9% | +12.0% | +9.3% |
| 6M | +10.0% | -9.0% | +18.9% | +10.6% |
| YTD | +26.8% | -29.2% | +56.0% | +30.5% |
| 1Y | +22.5% | -32.3% | +54.8% | +26.6% |
| 3Y | +5.3% | +72.4% | -67.1% | -2.4% |
| 5Y | +21.4% | +50.6% | -29.2% | +12.0% |
| 10Y | +102.0% | +335.2% | -233.2% | +57.8% |
| All | +478.9% | +1,862.0% | -1,383.1% | +235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling