+7.1%
MDLZ vs SW
+40.4%
-33.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | +6.9% | +4.7% | +2.2% | +6.7% |
| 30D | +12.1% | +5.0% | +7.1% | +11.8% |
| 3M | +7.7% | -7.3% | +15.0% | +7.9% |
| 6M | +10.8% | +15.0% | -4.2% | +10.0% |
| YTD | +27.4% | +18.5% | +8.9% | +26.4% |
| 1Y | +23.5% | +27.1% | -3.6% | +22.4% |
| All | +7.1% | +40.4% | -33.3% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling