+81.7%
MDLZ vs GWRE
+131.0%
-49.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.9% | -13.2% | +15.1% | +3.4% |
| 30D | +0.4% | -18.6% | +19.0% | +2.1% |
| 3M | -0.6% | +18.9% | -19.5% | -3.2% |
| 6M | +14.7% | -11.0% | +25.7% | +14.5% |
| YTD | +18.0% | -29.9% | +47.9% | +21.1% |
| 1Y | +4.1% | -44.3% | +48.5% | +10.2% |
| 3Y | -4.6% | +51.7% | -56.2% | -16.4% |
| 5Y | +18.4% | +15.4% | +2.9% | +7.5% |
| All | +81.7% | +131.0% | -49.3% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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