+15.6%
MDLZ vs TW
+22.4%
-6.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.0% |
| 7D | 0.0% | -3.5% | +3.5% | +0.5% |
| 30D | -1.6% | +0.5% | -2.1% | -1.7% |
| 3M | +0.9% | +4.9% | -4.1% | +0.2% |
| 6M | +7.3% | -17.1% | +24.4% | +9.8% |
| YTD | +16.4% | -3.9% | +20.3% | +16.6% |
| 1Y | +3.0% | -13.3% | +16.2% | +4.5% |
| 3Y | -3.7% | +20.9% | -24.6% | -8.0% |
| 5Y | +15.6% | +20.5% | -4.9% | +6.9% |
| All | +15.6% | +22.4% | -6.8% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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