+233.9%
MDLZ vs GWRE
+793.8%
-559.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.8% | +8.4% | +1.5% |
| 7D | 0.0% | -25.6% | +25.6% | +3.1% |
| 30D | -1.6% | -12.2% | +10.6% | -0.6% |
| 3M | +0.9% | +17.7% | -16.8% | -1.9% |
| 6M | +7.3% | -11.3% | +18.7% | +7.2% |
| YTD | +16.4% | -25.5% | +42.0% | +18.6% |
| 1Y | +3.0% | -42.8% | +45.8% | +8.7% |
| 3Y | -3.7% | +59.0% | -62.7% | -15.1% |
| 5Y | +15.6% | +21.6% | -6.0% | +4.6% |
| 10Y | +79.0% | +139.2% | -60.2% | +40.3% |
| All | +233.9% | +793.8% | -559.9% | +145.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling