+104.5%
MDLZ vs BBWI
-48.2%
+152.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -0.4% | -4.5% | +4.1% | 0.0% |
| 30D | +8.2% | +17.1% | -8.9% | +6.8% |
| 3M | +8.0% | +17.5% | -9.5% | +6.3% |
| 6M | +9.7% | +12.8% | -3.1% | +8.0% |
| YTD | +26.9% | +8.2% | +18.7% | +24.7% |
| 1Y | +20.9% | -1.8% | +22.7% | +19.3% |
| 3Y | +5.3% | -25.8% | +31.1% | +4.0% |
| 5Y | +21.4% | -68.0% | +89.4% | +27.8% |
| All | +104.5% | -48.2% | +152.7% | +77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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