+3.7%
MDLZ vs GWW
+30.4%
-26.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | +1.4% | -1.4% | +2.9% | +1.5% |
| 3M | 0.0% | -3.6% | +3.7% | +0.1% |
| 6M | +9.1% | +15.1% | -6.0% | +6.6% |
| YTD | +17.9% | +27.5% | -9.5% | +12.1% |
| All | +3.7% | +30.4% | -26.7% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling