+506.2%
MDLZ vs SHW
+6,881.6%
-6,375.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.0% | -3.4% | -0.5% |
| 7D | +0.1% | +1.6% | -1.5% | -0.4% |
| 30D | +10.0% | +12.1% | -2.1% | +6.5% |
| 3M | +7.1% | -3.0% | +10.0% | +7.8% |
| 6M | +9.8% | +13.5% | -3.7% | +5.5% |
| YTD | +26.6% | +11.2% | +15.4% | +22.0% |
| 1Y | +20.3% | +6.2% | +14.1% | +17.4% |
| 3Y | +5.4% | +45.6% | -40.2% | -7.1% |
| 5Y | +22.2% | +15.6% | +6.6% | +12.6% |
| 10Y | +92.2% | +356.5% | -264.3% | +20.6% |
| All | +506.2% | +6,881.6% | -6,375.4% | +113.8% |
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