-4.5%
MDLZ vs WING
-28.1%
+23.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.3% |
| 7D | -1.7% | -3.9% | +2.1% | -1.7% |
| 30D | -2.1% | -11.6% | +9.5% | -2.1% |
| 3M | +1.3% | -24.2% | +25.5% | +1.3% |
| 6M | +6.2% | -54.1% | +60.3% | +5.7% |
| YTD | +15.8% | -53.9% | +69.7% | +15.4% |
| 1Y | +4.1% | -64.4% | +68.5% | +3.4% |
| All | -4.5% | -28.1% | +23.6% | -26.5% |
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 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