+337.8%
MDLZ vs WU
-19.6%
+357.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | 0.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -2.1% | -1.1% | -1.0% | -1.9% |
| 3M | +1.3% | -3.9% | +5.2% | +1.4% |
| 6M | +6.2% | -20.7% | +26.9% | +11.0% |
| YTD | +15.8% | -18.4% | +34.1% | +19.9% |
| 1Y | +4.1% | -8.1% | +12.2% | +4.2% |
| 3Y | -4.1% | -24.2% | +20.1% | -0.9% |
| 5Y | +13.4% | -50.4% | +63.8% | +28.3% |
| 10Y | +75.7% | -40.0% | +115.8% | +84.5% |
| All | +337.8% | -19.6% | +357.4% | +293.7% |
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