-4.5%
MDLZ vs WEC
+42.4%
-46.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.7% | -0.3% | -1.5% | -1.6% |
| 30D | -2.1% | -1.3% | -0.8% | -1.6% |
| 3M | +1.3% | -3.9% | +5.2% | +3.2% |
| 6M | +6.2% | -8.3% | +14.5% | +10.3% |
| YTD | +15.8% | +3.1% | +12.7% | +14.1% |
| 1Y | +4.1% | +1.9% | +2.2% | +3.1% |
| All | -4.5% | +42.4% | -46.9% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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