+380.7%
MDLZ vs WU
-22.0%
+402.7%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +1.0% |
| 7D | -1.0% | +2.1% | -3.1% | -1.6% |
| 30D | +7.9% | +10.1% | -2.2% | +5.4% |
| 3M | +8.9% | -1.1% | +10.1% | +9.0% |
| 6M | +10.5% | -19.8% | +30.3% | +15.2% |
| YTD | +27.1% | -20.8% | +47.9% | +32.3% |
| 1Y | +20.9% | -15.1% | +36.0% | +23.6% |
| 3Y | +5.5% | -23.2% | +28.7% | +8.7% |
| 5Y | +22.2% | -42.6% | +64.9% | +33.1% |
| 10Y | +106.1% | -38.9% | +145.0% | +114.9% |
| All | +380.7% | -22.0% | +402.7% | +334.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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