+81.7%
MDLZ vs GWW
+570.2%
-488.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | +1.9% | -3.4% | +5.3% | +2.6% |
| 30D | +0.4% | -1.9% | +2.3% | +0.8% |
| 3M | -0.6% | -2.4% | +1.8% | -0.3% |
| 6M | +14.7% | +15.7% | -1.0% | +10.5% |
| YTD | +18.0% | +27.6% | -9.6% | +10.9% |
| 1Y | +4.1% | +27.2% | -23.1% | -2.1% |
| 3Y | -4.6% | +89.7% | -94.2% | -19.7% |
| 5Y | +18.4% | +223.9% | -205.6% | -14.0% |
| All | +81.7% | +570.2% | -488.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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