+106.1%
MDLZ vs WING
+686.1%
-580.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.0% |
| 30D | +7.9% | +32.3% | -24.4% | +5.7% |
| 3M | +8.9% | +50.2% | -41.2% | +5.5% |
| 6M | +10.5% | +31.7% | -21.2% | +7.6% |
| YTD | +27.1% | -29.6% | +56.8% | +28.8% |
| 1Y | +20.9% | -29.7% | +50.6% | +22.3% |
| 3Y | +5.5% | -19.8% | +25.3% | +1.2% |
| 5Y | +22.2% | +3.1% | +19.2% | +10.4% |
| 10Y | +106.1% | +682.9% | -576.8% | +45.5% |
| All | +106.1% | +686.1% | -580.0% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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