+238.6%
SCHD vs MDLZ
+86.5%
+152.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.0% | +1.9% | -3.8% | -2.8% |
| 30D | -0.4% | +0.4% | -0.8% | -0.7% |
| 3M | +5.7% | -0.6% | +6.3% | +5.7% |
| 6M | +11.9% | +14.7% | -2.8% | +4.0% |
| YTD | +26.4% | +18.0% | +8.5% | +15.5% |
| 1Y | +27.6% | +4.1% | +23.5% | +23.6% |
| 3Y | +54.9% | -4.6% | +59.5% | +53.8% |
| 5Y | +60.9% | +18.4% | +42.6% | +39.6% |
| All | +238.6% | +86.5% | +152.1% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 10y: compounded portfolio wealth divided by compounded MDLZ 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…
10y analysis · Full analysis span regression · 6 months rolling