+22.2%
MDLZ vs GWW
+224.6%
-202.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.9% | +14.0% | -6.0% | +5.3% |
| 3M | +8.9% | +14.4% | -5.5% | +6.1% |
| 6M | +10.5% | +21.7% | -11.2% | +6.1% |
| YTD | +27.1% | +48.4% | -21.3% | +16.8% |
| 1Y | +20.9% | +58.4% | -37.5% | +9.5% |
| 3Y | +5.5% | +92.3% | -86.7% | -10.6% |
| 5Y | +22.2% | +221.8% | -199.6% | -16.2% |
| All | +22.2% | +224.6% | -202.3% | -16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling