+92.2%
MDLZ vs W
+268.4%
-176.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.6% | -4.0% | +0.4% |
| 7D | +0.1% | +3.3% | -3.2% | -0.1% |
| 30D | +10.0% | +10.5% | -0.5% | +9.4% |
| 3M | +7.1% | +9.6% | -2.6% | +6.4% |
| 6M | +9.8% | +76.4% | -66.6% | +6.1% |
| YTD | +26.6% | +16.4% | +10.3% | +24.4% |
| 1Y | +20.3% | +9.3% | +11.0% | +18.5% |
| 3Y | +5.4% | +172.8% | -167.4% | -4.1% |
| 5Y | +22.2% | -53.4% | +75.6% | +18.1% |
| 10Y | +92.2% | +243.6% | -151.5% | +59.9% |
| All | +92.2% | +268.4% | -176.3% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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