+92.2%
MDLZ vs WMB
+267.9%
-175.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | 0.0% |
| 7D | +0.1% | -6.7% | +6.7% | +1.2% |
| 30D | +10.0% | -8.6% | +18.5% | +11.4% |
| 3M | +7.1% | -4.9% | +12.0% | +7.5% |
| 6M | +9.8% | -6.3% | +16.1% | +10.4% |
| YTD | +26.6% | +13.0% | +13.7% | +22.6% |
| 1Y | +20.3% | +14.9% | +5.4% | +16.1% |
| 3Y | +5.4% | +113.4% | -108.0% | -11.9% |
| 5Y | +22.2% | +190.2% | -167.9% | -5.2% |
| 10Y | +92.2% | +259.9% | -167.7% | +32.8% |
| All | +92.2% | +267.9% | -175.7% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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