+502.4%
MDLZ vs SHW
+6,611.9%
-6,109.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.8% |
| 7D | +1.7% | +3.5% | -1.8% | +0.7% |
| 30D | +11.2% | +9.2% | +1.9% | +8.5% |
| 3M | +6.1% | -5.1% | +11.2% | +7.5% |
| 6M | +8.6% | +6.8% | +1.7% | +6.1% |
| YTD | +25.8% | +7.0% | +18.9% | +22.6% |
| 1Y | +21.7% | +4.1% | +17.6% | +19.4% |
| 3Y | +5.8% | +41.1% | -35.3% | -5.9% |
| 5Y | +21.4% | +12.9% | +8.5% | +12.6% |
| 10Y | +97.2% | +366.3% | -269.1% | +23.3% |
| All | +502.4% | +6,611.9% | -6,109.5% | +114.8% |
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