+92.2%
MDLZ vs WAB
+305.5%
-213.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | -0.2% |
| 7D | +0.1% | +4.0% | -3.9% | -0.6% |
| 30D | +10.0% | +4.5% | +5.5% | +9.1% |
| 3M | +7.1% | +2.3% | +4.8% | +6.5% |
| 6M | +9.8% | +12.5% | -2.7% | +7.2% |
| YTD | +26.6% | +40.2% | -13.5% | +18.9% |
| 1Y | +20.3% | +45.2% | -24.9% | +12.2% |
| 3Y | +5.4% | +171.8% | -166.4% | -13.5% |
| 5Y | +22.2% | +217.6% | -195.4% | -3.6% |
| 10Y | +92.2% | +285.3% | -193.1% | +31.7% |
| All | +92.2% | +305.5% | -213.3% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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