+17.6%
MDLZ vs GWW
+221.1%
-203.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | +1.4% | -1.4% | +2.9% | +1.7% |
| 3M | 0.0% | -3.6% | +3.7% | +0.5% |
| 6M | +9.1% | +15.1% | -6.0% | +5.7% |
| YTD | +17.9% | +27.5% | -9.5% | +11.6% |
| 1Y | +3.2% | +29.6% | -26.4% | -2.8% |
| 3Y | -2.5% | +90.1% | -92.6% | -17.9% |
| 5Y | +17.6% | +222.6% | -205.0% | -15.9% |
| All | +17.6% | +221.1% | -203.5% | -15.9% |
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