+106.1%
MDLZ vs BWA
+92.6%
+13.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | 0.0% |
| 7D | -1.0% | +1.7% | -2.7% | -1.3% |
| 30D | +7.9% | -14.6% | +22.6% | +10.1% |
| 3M | +8.9% | -26.2% | +35.2% | +13.1% |
| 6M | +10.5% | -18.4% | +28.9% | +12.5% |
| YTD | +27.1% | +14.7% | +12.5% | +22.0% |
| 1Y | +20.9% | +13.3% | +7.6% | +16.2% |
| 3Y | +5.5% | +64.7% | -59.2% | -5.9% |
| 5Y | +22.2% | +32.2% | -9.9% | +10.7% |
| 10Y | +106.1% | +96.8% | +9.3% | +69.1% |
| All | +106.1% | +92.6% | +13.5% | +69.1% |
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