+136.0%
MDLZ vs W
+176.2%
-40.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.8% | -0.4% |
| 7D | -1.7% | -4.2% | +2.4% | -1.5% |
| 30D | -2.1% | -7.6% | +5.5% | -1.8% |
| 3M | +1.3% | +37.2% | -35.8% | -0.8% |
| 6M | +6.2% | +26.3% | -20.1% | +4.2% |
| YTD | +15.8% | -1.0% | +16.8% | +14.8% |
| 1Y | +4.1% | +20.1% | -16.0% | +1.8% |
| 3Y | -4.1% | +37.8% | -41.9% | -9.3% |
| 5Y | +13.4% | -63.7% | +77.0% | +10.7% |
| 10Y | +75.7% | +156.3% | -80.6% | +36.7% |
| All | +136.0% | +176.2% | -40.2% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling