+79.0%
MDLZ vs WCC
+509.2%
-430.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.3% |
| 7D | 0.0% | +8.5% | -8.5% | -0.7% |
| 30D | -1.6% | -1.0% | -0.6% | -1.6% |
| 3M | +0.9% | +2.1% | -1.2% | +0.3% |
| 6M | +7.3% | +36.8% | -29.5% | +3.1% |
| YTD | +16.4% | +47.7% | -31.3% | +10.8% |
| 1Y | +3.0% | +66.5% | -63.6% | -3.6% |
| 3Y | -3.7% | +134.2% | -137.9% | -15.9% |
| 5Y | +15.6% | +231.6% | -216.0% | -6.6% |
| 10Y | +79.0% | +508.1% | -429.1% | +21.8% |
| All | +79.0% | +509.2% | -430.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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