+352.0%
MDLZ vs WYNN
+1,203.4%
-851.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.4% | +1.5% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | +1.4% | -11.8% | +13.2% | +2.8% |
| 3M | 0.0% | -15.8% | +15.8% | +1.9% |
| 6M | +9.1% | -10.7% | +19.8% | +10.3% |
| YTD | +17.9% | -24.5% | +42.4% | +21.2% |
| 1Y | +3.2% | -25.0% | +28.3% | +5.9% |
| 3Y | -2.5% | -1.8% | -0.7% | -4.4% |
| 5Y | +17.6% | -10.0% | +27.6% | +13.5% |
| 10Y | +87.9% | +3.2% | +84.8% | +65.3% |
| All | +352.0% | +1,203.4% | -851.5% | +168.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling