+18.4%
MDLZ vs ITW
+35.1%
-16.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +1.7% | -2.4% | +4.0% | +2.5% |
| 30D | +1.1% | -9.5% | +10.7% | +4.6% |
| 3M | -1.8% | +6.6% | -8.5% | -4.1% |
| 6M | +12.3% | -1.8% | +14.1% | +12.7% |
| YTD | +18.0% | +9.0% | +9.0% | +14.1% |
| 1Y | +3.8% | +3.6% | +0.2% | +2.0% |
| 3Y | -2.4% | +19.4% | -21.8% | -10.3% |
| 5Y | +18.4% | +36.4% | -18.0% | -0.2% |
| All | +18.4% | +35.1% | -16.7% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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