+20.9%
MDLZ vs BWA
+14.3%
+6.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -1.0% | +1.7% | -2.7% | -1.0% |
| 30D | +7.9% | -14.6% | +22.6% | +7.7% |
| 3M | +8.9% | -26.2% | +35.2% | +8.6% |
| 6M | +10.5% | -18.4% | +28.9% | +9.2% |
| YTD | +27.1% | +14.7% | +12.5% | +21.0% |
| 1Y | +20.9% | +13.3% | +7.6% | +15.4% |
| All | +20.9% | +14.3% | +6.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling