+507.3%
MDLZ vs GWW
+5,018.8%
-4,511.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.5% |
| 7D | -0.4% | +3.7% | -4.1% | -1.3% |
| 30D | +8.2% | +13.6% | -5.4% | +4.6% |
| 3M | +8.0% | +15.4% | -7.4% | +3.9% |
| 6M | +9.7% | +21.8% | -12.0% | +3.8% |
| YTD | +26.9% | +50.0% | -23.2% | +13.1% |
| 1Y | +20.9% | +60.2% | -39.3% | +5.8% |
| 3Y | +5.3% | +94.4% | -89.0% | -13.8% |
| 5Y | +21.4% | +221.8% | -200.4% | -15.0% |
| 10Y | +105.7% | +665.8% | -560.1% | +7.8% |
| All | +507.3% | +5,018.8% | -4,511.5% | +80.6% |
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