+87.9%
MDLZ vs SHW
+275.0%
-187.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | 0.0% | -3.2% | +3.2% | +1.0% |
| 30D | +1.4% | -11.4% | +12.8% | +5.3% |
| 3M | 0.0% | +3.5% | -3.5% | -1.5% |
| 6M | +9.1% | -3.4% | +12.5% | +9.6% |
| YTD | +17.9% | -0.3% | +18.3% | +17.0% |
| 1Y | +3.2% | -10.4% | +13.7% | +5.8% |
| 3Y | -2.5% | +21.3% | -23.8% | -11.3% |
| 5Y | +17.6% | +12.9% | +4.7% | +7.1% |
| 10Y | +87.9% | +284.1% | -196.2% | +16.0% |
| All | +87.9% | +275.0% | -187.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SHW 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling