+516.3%
MDLZ vs ITW
+1,431.5%
-915.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.5% |
| 30D | +7.9% | +6.7% | +1.2% | +5.5% |
| 3M | +7.3% | -0.5% | +7.8% | +7.4% |
| 6M | +11.7% | +16.4% | -4.7% | +5.7% |
| YTD | +28.7% | +19.0% | +9.8% | +20.6% |
| 1Y | +22.8% | +20.2% | +2.6% | +14.6% |
| 3Y | +6.6% | +33.1% | -26.5% | -5.0% |
| 5Y | +23.2% | +35.7% | -12.5% | +7.7% |
| 10Y | +108.7% | +194.0% | -85.3% | +37.1% |
| All | +516.3% | +1,431.5% | -915.2% | +137.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling