+79.0%
MDLZ vs BWA
+142.9%
-64.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | 0.0% | +4.3% | -4.2% | -0.6% |
| 30D | -1.6% | -2.9% | +1.3% | -1.3% |
| 3M | +0.9% | -12.4% | +13.3% | +2.5% |
| 6M | +7.3% | +28.6% | -21.2% | +2.4% |
| YTD | +16.4% | +48.2% | -31.8% | +8.0% |
| 1Y | +3.0% | +50.9% | -48.0% | -5.0% |
| 3Y | -3.7% | +72.2% | -75.9% | -14.3% |
| 5Y | +15.6% | +91.1% | -75.4% | -1.2% |
| 10Y | +79.0% | +144.0% | -65.0% | +33.3% |
| All | +79.0% | +142.9% | -64.0% | +33.3% |
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