+92.2%
MDLZ vs BWA
+101.5%
-9.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.4% | -4.8% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +10.0% | -16.1% | +26.1% | +12.4% |
| 3M | +7.1% | -24.6% | +31.7% | +10.8% |
| 6M | +9.8% | -15.7% | +25.5% | +11.2% |
| YTD | +26.6% | +15.1% | +11.6% | +21.5% |
| 1Y | +20.3% | +15.9% | +4.5% | +15.3% |
| 3Y | +5.4% | +67.1% | -61.7% | -6.2% |
| 5Y | +22.2% | +34.7% | -12.5% | +10.4% |
| 10Y | +92.2% | +99.5% | -7.4% | +58.3% |
| All | +92.2% | +101.5% | -9.3% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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