+5.4%
MDLZ vs WCN
+47.6%
-42.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.3% |
| 30D | +10.0% | +24.6% | -14.6% | +2.4% |
| 3M | +7.1% | +14.2% | -7.2% | +2.4% |
| 6M | +9.8% | +25.7% | -15.9% | +2.3% |
| YTD | +26.6% | +9.3% | +17.4% | +22.4% |
| 1Y | +20.3% | +15.3% | +5.0% | +14.3% |
| 3Y | +5.4% | +48.6% | -43.2% | -4.5% |
| All | +5.4% | +47.6% | -42.2% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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