+79.0%
MDLZ vs WING
+341.7%
-262.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.6% |
| 7D | 0.0% | -0.1% | +0.2% | 0.0% |
| 30D | -1.6% | -6.0% | +4.5% | -1.2% |
| 3M | +0.9% | -23.5% | +24.4% | +2.5% |
| 6M | +7.3% | -52.0% | +59.3% | +12.5% |
| YTD | +16.4% | -53.8% | +70.2% | +21.9% |
| 1Y | +3.0% | -63.8% | +66.8% | +9.6% |
| 3Y | -3.7% | -30.8% | +27.1% | -7.7% |
| 5Y | +15.6% | -34.3% | +49.9% | +8.0% |
| 10Y | +79.0% | +352.4% | -273.4% | +31.6% |
| All | +79.0% | +341.7% | -262.8% | +31.6% |
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