+22.5%
MDLZ vs WMB
+16.3%
+6.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.4% | +0.1% |
| 7D | +2.2% | -6.9% | +9.1% | +2.1% |
| 30D | +10.1% | -7.2% | +17.3% | +10.0% |
| 3M | +9.1% | -5.4% | +14.5% | +8.6% |
| 6M | +10.0% | -4.9% | +14.9% | +8.9% |
| YTD | +26.8% | +14.7% | +12.1% | +21.1% |
| 1Y | +22.5% | +14.7% | +7.8% | +17.0% |
| All | +22.5% | +16.3% | +6.2% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling