+81.7%
MDLZ vs WTW
+198.0%
-116.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.9% | -5.7% | +7.6% | +3.8% |
| 30D | +0.4% | -7.3% | +7.7% | +2.8% |
| 3M | -0.6% | +21.5% | -22.1% | -7.0% |
| 6M | +14.7% | +9.6% | +5.1% | +10.3% |
| YTD | +18.0% | -3.3% | +21.3% | +17.5% |
| 1Y | +4.1% | -6.1% | +10.3% | +4.7% |
| 3Y | -4.6% | +61.8% | -66.4% | -22.5% |
| 5Y | +18.4% | +42.7% | -24.3% | -0.9% |
| All | +81.7% | +198.0% | -116.3% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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