+454.2%
MDLZ vs WMB
+538.2%
-83.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | -2.1% | +3.3% | -5.4% | -2.4% |
| 3M | +1.3% | +3.1% | -1.8% | +1.0% |
| 6M | +6.2% | -0.7% | +6.9% | +6.1% |
| YTD | +15.8% | +25.2% | -9.4% | +13.4% |
| 1Y | +4.1% | +32.9% | -28.7% | +1.4% |
| 3Y | -4.1% | +140.6% | -144.6% | -11.5% |
| 5Y | +13.4% | +273.5% | -260.1% | +0.5% |
| 10Y | +75.7% | +334.2% | -258.5% | +50.9% |
| All | +454.2% | +538.2% | -83.9% | +350.4% |
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