+16.5%
MDLZ vs AWK
-15.4%
+31.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.7% | +1.7% | -3.5% | -2.4% |
| 30D | -2.1% | +5.6% | -7.7% | -4.3% |
| 3M | +1.3% | +15.9% | -14.5% | -4.5% |
| 6M | +6.2% | +4.6% | +1.6% | +4.1% |
| YTD | +15.8% | +10.1% | +5.7% | +11.0% |
| 1Y | +4.1% | +2.1% | +2.0% | +2.7% |
| 3Y | -4.1% | +9.8% | -13.9% | -9.2% |
| All | +16.5% | -15.4% | +31.9% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling