+24.4%
MDLZ vs WYNN
-32.5%
+56.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.1% | -2.6% | +3.0% |
| 7D | +8.9% | +15.4% | -6.5% | +7.8% |
| 30D | +15.2% | +6.8% | +8.4% | +14.5% |
| 3M | +9.5% | -15.4% | +24.9% | +10.0% |
| 6M | +11.7% | -20.0% | +31.6% | +12.4% |
| YTD | +28.4% | -31.0% | +59.5% | +29.5% |
| 1Y | +24.4% | -31.5% | +55.9% | +25.9% |
| All | +24.4% | -32.5% | +56.9% | +25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling