+79.0%
MDLZ vs AWK
+126.2%
-47.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | 0.0% | +2.2% | -2.1% | -1.0% |
| 30D | -1.6% | +4.4% | -6.0% | -3.6% |
| 3M | +0.9% | +15.4% | -14.5% | -5.5% |
| 6M | +7.3% | +3.5% | +3.8% | +5.4% |
| YTD | +16.4% | +9.8% | +6.6% | +11.0% |
| 1Y | +3.0% | +3.0% | 0.0% | +0.9% |
| 3Y | -3.7% | +9.7% | -13.4% | -9.9% |
| 5Y | +15.6% | -17.2% | +32.8% | +22.3% |
| 10Y | +79.0% | +126.1% | -47.1% | +10.5% |
| All | +79.0% | +126.2% | -47.2% | +10.5% |
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