+386.2%
MDLZ vs SW
+755.0%
-368.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.9% |
| 6M | +6.2% | +3.5% | +2.7% | +5.9% |
| YTD | +15.8% | +22.0% | -6.2% | +14.9% |
| 1Y | +4.1% | +2.2% | +1.9% | +3.8% |
| 3Y | -4.1% | +19.6% | -23.7% | -5.3% |
| 5Y | +13.4% | -2.3% | +15.7% | +11.7% |
| 10Y | +75.7% | +181.4% | -105.6% | +67.4% |
| All | +386.2% | +755.0% | -368.8% | +354.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling