+140.0%
WBD vs MDLZ
+3.3%
+136.7%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.8% | -1.7% | -0.1% | -2.0% |
| 30D | +8.8% | -2.1% | +10.9% | +8.6% |
| 3M | +4.6% | +1.3% | +3.3% | +5.0% |
| 6M | +1.1% | +6.2% | -5.1% | +2.1% |
| YTD | -2.0% | +15.8% | -17.8% | +2.2% |
| 1Y | +140.0% | +4.1% | +135.9% | +140.4% |
| All | +140.0% | +3.3% | +136.7% | +140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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