+6.6%
MDLZ vs WING
-23.6%
+30.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.7% | +1.5% |
| 7D | +2.3% | -2.7% | +5.0% | +2.3% |
| 30D | +7.9% | +29.3% | -21.3% | +8.1% |
| 3M | +7.3% | +39.9% | -32.6% | +7.5% |
| 6M | +11.7% | +32.4% | -20.7% | +12.1% |
| YTD | +28.7% | -32.9% | +61.7% | +27.6% |
| 1Y | +22.8% | -31.9% | +54.6% | +21.8% |
| 3Y | +6.6% | -24.9% | +31.5% | -5.0% |
| All | +6.6% | -23.6% | +30.2% | -5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling