-4.5%
MDLZ vs WTW
+61.8%
-66.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | +1.7% | -7.8% | +9.5% | +3.0% |
| 30D | +1.1% | -7.9% | +9.0% | +2.4% |
| 3M | -1.8% | +19.9% | -21.8% | -4.9% |
| 6M | +12.3% | +9.8% | +2.5% | +9.9% |
| YTD | +18.0% | -3.3% | +21.4% | +17.8% |
| 1Y | +3.8% | -3.3% | +7.1% | +3.6% |
| All | -4.5% | +61.8% | -66.3% | -13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling