-4.3%
MDLZ vs WY
-21.9%
+17.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.7% | -1.7% | 0.0% | -1.3% |
| 30D | -2.1% | -10.1% | +8.0% | +0.4% |
| 3M | +1.3% | -5.1% | +6.5% | +2.5% |
| 6M | +6.2% | -4.8% | +11.0% | +7.1% |
| YTD | +15.8% | -0.2% | +16.0% | +15.5% |
| 1Y | +4.1% | -6.6% | +10.7% | +5.1% |
| All | -4.3% | -21.9% | +17.6% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling