+81.7%
MDLZ vs WYNN
+1.1%
+80.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | +1.9% | -4.2% | +6.1% | +2.3% |
| 30D | +0.4% | -14.6% | +15.0% | +1.9% |
| 3M | -0.6% | -18.4% | +17.8% | +1.2% |
| 6M | +14.7% | -11.9% | +26.6% | +15.9% |
| YTD | +18.0% | -26.6% | +44.6% | +21.0% |
| 1Y | +4.1% | -28.5% | +32.7% | +6.8% |
| 3Y | -4.6% | -5.1% | +0.5% | -5.9% |
| 5Y | +18.4% | -10.5% | +28.9% | +14.8% |
| All | +81.7% | +1.1% | +80.6% | +63.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling