+21.4%
MDLZ vs WY
-32.7%
+54.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.8% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +10.1% | +8.0% | +2.1% | +7.9% |
| 3M | +9.1% | -17.7% | +26.8% | +14.4% |
| 6M | +10.0% | -10.8% | +20.7% | +12.8% |
| YTD | +26.8% | -10.6% | +37.4% | +29.8% |
| 1Y | +22.5% | -5.7% | +28.2% | +23.7% |
| 3Y | +5.3% | -24.8% | +30.1% | +10.6% |
| 5Y | +21.4% | -31.7% | +53.2% | +30.2% |
| All | +21.4% | -32.7% | +54.2% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling