+21.4%
MDLZ vs WMB
+201.0%
-179.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -0.4% | +8.1% | -8.5% | -1.3% |
| 30D | +8.2% | -6.9% | +15.1% | +9.0% |
| 3M | +8.0% | -5.1% | +13.1% | +8.3% |
| 6M | +9.7% | -5.7% | +15.5% | +10.1% |
| YTD | +26.9% | +18.1% | +8.8% | +22.9% |
| 1Y | +20.9% | +18.4% | +2.5% | +17.0% |
| 3Y | +5.3% | +122.7% | -117.4% | -11.9% |
| 5Y | +21.4% | +202.0% | -180.7% | -4.9% |
| All | +21.4% | +201.0% | -179.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling