+6.6%
MDLZ vs WAB
+168.8%
-162.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.5% |
| 7D | +2.3% | +5.1% | -2.8% | +2.1% |
| 30D | +7.9% | +4.0% | +3.9% | +7.7% |
| 3M | +7.3% | +0.1% | +7.2% | +7.3% |
| 6M | +11.7% | +12.8% | -1.1% | +10.7% |
| YTD | +28.7% | +40.1% | -11.3% | +25.9% |
| 1Y | +22.8% | +46.4% | -23.6% | +19.7% |
| 3Y | +6.6% | +167.4% | -160.8% | -6.7% |
| All | +6.6% | +168.8% | -162.3% | -6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling