+5.3%
MDLZ vs WM
+45.7%
-40.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +10.1% | +13.7% | -3.5% | +4.5% |
| 3M | +9.1% | +5.2% | +3.9% | +6.7% |
| 6M | +10.0% | +11.2% | -1.2% | +5.5% |
| YTD | +26.8% | +9.4% | +17.4% | +22.0% |
| 1Y | +22.5% | +20.4% | +2.1% | +13.7% |
| 3Y | +5.3% | +44.7% | -39.4% | -7.3% |
| All | +5.3% | +45.7% | -40.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling