+79.0%
MDLZ vs WAB
+283.1%
-204.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | 0.0% | +1.7% | -1.6% | -0.2% |
| 30D | -1.6% | -2.4% | +0.9% | -1.2% |
| 3M | +0.9% | +9.7% | -8.8% | -0.9% |
| 6M | +7.3% | +16.5% | -9.2% | +4.2% |
| YTD | +16.4% | +33.7% | -17.3% | +10.4% |
| 1Y | +3.0% | +49.7% | -46.7% | -4.4% |
| 3Y | -3.7% | +170.9% | -174.7% | -20.9% |
| 5Y | +15.6% | +228.0% | -212.4% | -9.1% |
| 10Y | +79.0% | +284.8% | -205.8% | +22.9% |
| All | +79.0% | +283.1% | -204.1% | +22.9% |
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