+22.2%
MDLZ vs BWA
+26.5%
-4.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +1.7% | -5.5% | +7.1% | +2.1% |
| 30D | +11.2% | -21.7% | +32.9% | +13.5% |
| 3M | +6.1% | -25.6% | +31.8% | +8.7% |
| 6M | +8.6% | -17.4% | +26.0% | +9.3% |
| YTD | +25.8% | +9.2% | +16.7% | +21.6% |
| 1Y | +21.7% | +9.7% | +11.9% | +17.4% |
| 3Y | +5.8% | +54.6% | -48.8% | -3.9% |
| All | +22.2% | +26.5% | -4.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling