+4.1%
MDLZ vs WAT
+41.4%
-37.3%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.7% | -1.3% | -0.5% | -1.7% |
| 30D | -2.1% | +2.3% | -4.5% | -2.1% |
| 3M | +1.3% | +8.7% | -7.4% | +1.3% |
| 6M | +6.2% | +28.3% | -22.1% | +5.9% |
| YTD | +15.8% | +7.8% | +8.0% | +14.6% |
| 1Y | +4.1% | +36.6% | -32.5% | +1.5% |
| All | +4.1% | +41.4% | -37.3% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling