+507.3%
MDLZ vs WY
+132.3%
+375.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | 0.0% |
| 7D | -0.4% | -5.4% | +5.0% | +1.1% |
| 30D | +8.2% | +7.9% | +0.4% | +6.1% |
| 3M | +8.0% | -16.6% | +24.6% | +13.1% |
| 6M | +9.7% | -11.2% | +20.9% | +12.9% |
| YTD | +26.9% | -11.3% | +38.2% | +30.3% |
| 1Y | +20.9% | -5.5% | +26.4% | +22.0% |
| 3Y | +5.3% | -25.4% | +30.7% | +11.4% |
| 5Y | +21.4% | -32.4% | +53.8% | +30.0% |
| 10Y | +105.7% | +3.8% | +101.9% | +83.7% |
| All | +507.3% | +132.3% | +375.0% | +307.9% |
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