-3.9%
MDLZ vs WAT
+46.1%
-50.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -1.7% | -1.3% | -0.5% | -1.6% |
| 30D | -2.1% | +2.3% | -4.5% | -2.3% |
| 3M | +1.3% | +8.7% | -7.4% | +0.6% |
| 6M | +6.2% | +28.3% | -22.1% | +3.9% |
| YTD | +15.8% | +7.8% | +8.0% | +14.7% |
| 1Y | +4.1% | +36.6% | -32.5% | +0.5% |
| All | -3.9% | +46.1% | -50.0% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling