+454.2%
MDLZ vs SHW
+6,409.2%
-5,955.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -1.7% | -3.2% | +1.5% | -0.9% |
| 30D | -2.1% | -9.5% | +7.4% | +0.6% |
| 3M | +1.3% | +11.5% | -10.1% | -2.0% |
| 6M | +6.2% | -3.5% | +9.7% | +6.7% |
| YTD | +15.8% | +3.7% | +12.1% | +13.9% |
| 1Y | +4.1% | -7.9% | +12.0% | +5.6% |
| 3Y | -4.1% | +24.7% | -28.8% | -11.7% |
| 5Y | +13.4% | +13.6% | -0.2% | +5.0% |
| 10Y | +75.7% | +283.0% | -207.2% | +15.3% |
| All | +454.2% | +6,409.2% | -5,955.0% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling