-3.7%
MDLZ vs GWW
+91.5%
-95.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +0.8% |
| 7D | 0.0% | -1.5% | +1.6% | +0.2% |
| 30D | -1.6% | +1.1% | -2.7% | -1.7% |
| 3M | +0.9% | -1.0% | +1.9% | +0.8% |
| 6M | +7.3% | +16.3% | -9.0% | +5.2% |
| YTD | +16.4% | +28.5% | -12.1% | +12.6% |
| 1Y | +3.0% | +30.3% | -27.3% | -0.7% |
| 3Y | -3.7% | +91.6% | -95.3% | -7.5% |
| All | -3.7% | +91.5% | -95.2% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling