+454.2%
MDLZ vs GWW
+4,404.3%
-3,950.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | -1.7% | +1.4% | -3.1% | -2.1% |
| 30D | -2.1% | +3.3% | -5.4% | -3.0% |
| 3M | +1.3% | +2.9% | -1.6% | +0.3% |
| 6M | +6.2% | +15.8% | -9.6% | +1.7% |
| YTD | +15.8% | +32.0% | -16.2% | +6.8% |
| 1Y | +4.1% | +29.9% | -25.8% | -3.7% |
| 3Y | -4.1% | +91.1% | -95.2% | -21.4% |
| 5Y | +13.4% | +223.9% | -210.6% | -20.9% |
| 10Y | +75.7% | +567.0% | -491.3% | -4.6% |
| All | +454.2% | +4,404.3% | -3,950.0% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling