+104.5%
MDLZ vs WY
+3.3%
+101.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -0.4% | -5.4% | +5.0% | +1.2% |
| 30D | +8.2% | +7.9% | +0.4% | +5.9% |
| 3M | +8.0% | -16.6% | +24.6% | +13.4% |
| 6M | +9.7% | -11.2% | +20.9% | +13.0% |
| YTD | +26.9% | -11.3% | +38.2% | +30.5% |
| 1Y | +20.9% | -5.5% | +26.4% | +22.1% |
| 3Y | +5.3% | -25.4% | +30.7% | +11.7% |
| 5Y | +21.4% | -32.4% | +53.8% | +30.4% |
| All | +104.5% | +3.3% | +101.3% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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