+92.3%
MDLZ vs SW
+185.4%
-93.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +6.9% | +4.7% | +2.2% | +6.6% |
| 30D | +12.1% | +5.0% | +7.1% | +11.8% |
| 3M | +7.7% | -7.3% | +15.0% | +8.1% |
| 6M | +10.8% | +15.0% | -4.2% | +9.8% |
| YTD | +27.4% | +18.5% | +8.9% | +25.8% |
| 1Y | +23.5% | +27.1% | -3.6% | +21.6% |
| 3Y | +6.2% | +49.3% | -43.1% | +2.6% |
| 5Y | +22.9% | -1.6% | +24.5% | +19.9% |
| All | +92.3% | +185.4% | -93.0% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling