+454.2%
MDLZ vs WM
+1,284.4%
-830.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +1.0% | +0.2% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -2.1% | -2.4% | +0.3% | -1.2% |
| 3M | +1.3% | +0.4% | +0.9% | +1.2% |
| 6M | +6.2% | -9.5% | +15.7% | +10.2% |
| YTD | +15.8% | +0.5% | +15.3% | +15.3% |
| 1Y | +4.1% | -1.1% | +5.2% | +4.2% |
| 3Y | -4.1% | +46.0% | -50.1% | -18.0% |
| 5Y | +13.4% | +51.8% | -38.5% | -5.1% |
| 10Y | +75.7% | +307.5% | -231.8% | +4.5% |
| All | +454.2% | +1,284.4% | -830.2% | +127.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling