+514.8%
MDLZ vs WM
+1,414.4%
-899.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +2.8% |
| 7D | +8.9% | +5.9% | +3.0% | +6.5% |
| 30D | +15.2% | +15.4% | -0.2% | +9.0% |
| 3M | +9.5% | +6.3% | +3.2% | +6.9% |
| 6M | +11.7% | +5.6% | +6.1% | +9.2% |
| YTD | +28.4% | +9.9% | +18.5% | +23.5% |
| 1Y | +24.4% | +20.8% | +3.6% | +15.4% |
| 3Y | +7.1% | +48.5% | -41.4% | -9.0% |
| 5Y | +24.2% | +60.6% | -36.3% | +1.8% |
| 10Y | +101.3% | +349.8% | -248.5% | +15.2% |
| All | +514.8% | +1,414.4% | -899.6% | +143.1% |
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