+90.0%
MDLZ vs WM
+339.4%
-249.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -0.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.0% |
| 30D | +11.2% | +13.1% | -1.9% | +4.1% |
| 3M | +6.1% | +3.6% | +2.5% | +4.0% |
| 6M | +8.6% | +8.1% | +0.5% | +3.9% |
| YTD | +25.8% | +8.9% | +16.9% | +19.6% |
| 1Y | +21.7% | +20.3% | +1.3% | +9.5% |
| 3Y | +5.8% | +46.2% | -40.4% | -16.1% |
| 5Y | +21.4% | +59.9% | -38.5% | -10.1% |
| All | +90.0% | +339.4% | -249.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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