+106.1%
MDLZ vs WMB
+278.0%
-171.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.1% |
| 7D | -1.0% | +1.6% | -2.6% | -1.3% |
| 30D | +7.9% | -7.1% | +15.0% | +9.1% |
| 3M | +8.9% | -4.0% | +12.9% | +9.3% |
| 6M | +10.5% | -5.7% | +16.2% | +11.0% |
| YTD | +27.1% | +17.2% | +10.0% | +22.3% |
| 1Y | +20.9% | +17.2% | +3.7% | +16.3% |
| 3Y | +5.5% | +121.1% | -115.5% | -12.3% |
| 5Y | +22.2% | +197.2% | -174.9% | -5.5% |
| 10Y | +106.1% | +280.9% | -174.8% | +42.5% |
| All | +106.1% | +278.0% | -171.9% | +42.5% |
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