+502.4%
MDLZ vs WMB
+455.5%
+46.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +1.7% | -13.8% | +15.5% | +2.9% |
| 30D | +11.2% | -10.3% | +21.5% | +12.1% |
| 3M | +6.1% | -10.1% | +16.2% | +6.9% |
| 6M | +8.6% | -11.8% | +20.4% | +9.4% |
| YTD | +25.8% | +8.9% | +16.9% | +24.6% |
| 1Y | +21.7% | +14.0% | +7.7% | +20.0% |
| 3Y | +5.8% | +100.5% | -94.7% | -1.0% |
| 5Y | +21.4% | +179.5% | -158.1% | +10.1% |
| 10Y | +97.2% | +272.7% | -175.5% | +71.3% |
| All | +502.4% | +455.5% | +46.9% | +394.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling