+79.0%
MDLZ vs WAT
+153.6%
-74.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | 0.0% | -0.7% | +0.8% | +0.2% |
| 30D | -1.6% | -1.0% | -0.6% | -1.4% |
| 3M | +0.9% | +10.9% | -10.0% | -1.4% |
| 6M | +7.3% | +33.2% | -25.8% | +0.4% |
| YTD | +16.4% | +6.1% | +10.4% | +13.8% |
| 1Y | +3.0% | +30.2% | -27.3% | -4.3% |
| 3Y | -3.7% | +52.9% | -56.6% | -17.3% |
| 5Y | +15.6% | -5.1% | +20.7% | +11.6% |
| 10Y | +79.0% | +152.6% | -73.7% | +27.9% |
| All | +79.0% | +153.6% | -74.7% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling