+464.6%
MDLZ vs WY
+156.5%
+308.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | 0.0% | -1.7% | +1.6% | +0.4% |
| 30D | +1.4% | -9.9% | +11.3% | +4.2% |
| 3M | 0.0% | -7.5% | +7.5% | +1.9% |
| 6M | +9.1% | -5.1% | +14.3% | +10.3% |
| YTD | +17.9% | -2.1% | +20.0% | +18.1% |
| 1Y | +3.2% | -7.3% | +10.6% | +4.7% |
| 3Y | -2.5% | -22.6% | +20.2% | +2.2% |
| 5Y | +17.6% | -19.8% | +37.4% | +20.3% |
| 10Y | +87.9% | +9.6% | +78.4% | +65.4% |
| All | +464.6% | +156.5% | +308.1% | +269.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling