+79.0%
MDLZ vs BBWI
-56.0%
+134.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +0.8% |
| 7D | 0.0% | +1.6% | -1.5% | -0.1% |
| 30D | -1.6% | -6.2% | +4.7% | -1.1% |
| 3M | +0.9% | +4.3% | -3.5% | +0.2% |
| 6M | +7.3% | -7.2% | +14.5% | +7.3% |
| YTD | +16.4% | -3.0% | +19.5% | +15.7% |
| 1Y | +3.0% | -30.8% | +33.7% | +4.8% |
| 3Y | -3.7% | -43.4% | +39.7% | -2.4% |
| 5Y | +15.6% | -66.7% | +82.3% | +21.1% |
| 10Y | +79.0% | -55.7% | +134.6% | +64.7% |
| All | +79.0% | -56.0% | +134.9% | +64.7% |
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