+92.2%
MDLZ vs AWK
+146.2%
-54.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +0.1% | +1.2% | -1.1% | -0.5% |
| 30D | +10.0% | +15.8% | -5.8% | +2.8% |
| 3M | +7.1% | +11.0% | -4.0% | +2.0% |
| 6M | +9.8% | +21.0% | -11.2% | +0.5% |
| YTD | +26.6% | +16.7% | +9.9% | +17.4% |
| 1Y | +20.3% | +17.2% | +3.2% | +11.2% |
| 3Y | +5.4% | +29.2% | -23.8% | -8.5% |
| 5Y | +22.2% | -2.3% | +24.5% | +19.5% |
| 10Y | +92.2% | +150.5% | -58.4% | +16.3% |
| All | +92.2% | +146.2% | -54.1% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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