+16.5%
MDLZ vs SW
-2.3%
+18.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | -1.7% | -5.1% | +3.4% | -1.6% |
| 30D | -2.1% | -4.6% | +2.5% | -2.0% |
| 3M | +1.3% | +9.4% | -8.1% | +1.0% |
| 6M | +6.2% | +3.5% | +2.7% | +5.9% |
| YTD | +15.8% | +22.0% | -6.2% | +15.0% |
| 1Y | +4.1% | +2.2% | +1.9% | +3.6% |
| 3Y | -4.1% | +19.6% | -23.7% | -5.2% |
| All | +16.5% | -2.3% | +18.9% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling