+760.1%
SCHW vs MDLZ
+460.5%
+299.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -2.8% | +1.7% | -4.4% | -3.6% |
| 30D | -0.1% | +1.1% | -1.2% | -0.8% |
| 3M | +20.6% | -1.8% | +22.4% | +21.0% |
| 6M | +15.9% | +12.3% | +3.6% | +7.5% |
| YTD | +8.5% | +18.0% | -9.5% | -2.9% |
| 1Y | +17.8% | +3.8% | +14.0% | +12.9% |
| 3Y | +88.5% | -2.4% | +90.9% | +80.8% |
| 5Y | +60.6% | +18.4% | +42.2% | +35.5% |
| 10Y | +298.0% | +88.1% | +209.9% | +142.7% |
| All | +760.1% | +460.5% | +299.6% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling