+74.8%
MDLZ vs SW
+147.8%
-73.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | -1.7% | -5.1% | +3.4% | -1.5% |
| 30D | -2.1% | -4.6% | +2.5% | -1.9% |
| 3M | +1.3% | +9.4% | -8.1% | +0.7% |
| 6M | +6.2% | +3.5% | +2.7% | +5.7% |
| YTD | +15.8% | +22.0% | -6.2% | +14.3% |
| 1Y | +4.1% | +2.2% | +1.9% | +3.5% |
| 3Y | -4.1% | +19.6% | -23.7% | -6.2% |
| 5Y | +13.4% | -2.3% | +15.7% | +10.7% |
| All | +74.8% | +147.8% | -73.0% | +59.1% |
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