+92.2%
MDLZ vs WPM
+553.6%
-461.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.2% |
| 7D | +0.1% | +20.8% | -20.7% | -1.5% |
| 30D | +10.0% | +3.8% | +6.2% | +9.5% |
| 3M | +7.1% | +7.4% | -0.3% | +6.0% |
| 6M | +9.8% | +4.0% | +5.9% | +8.9% |
| YTD | +26.6% | +23.0% | +3.6% | +22.7% |
| 1Y | +20.3% | +45.9% | -25.6% | +14.3% |
| 3Y | +5.4% | +242.9% | -237.5% | -10.0% |
| 5Y | +22.2% | +259.5% | -237.3% | +2.7% |
| 10Y | +92.2% | +577.7% | -485.6% | +56.3% |
| All | +92.2% | +553.6% | -461.4% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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