+293.4%
WBD vs MDLZ
+421.8%
-128.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.4% |
| 7D | -1.7% | 0.0% | -1.6% | -1.7% |
| 30D | +3.9% | +1.4% | +2.4% | +3.0% |
| 3M | +5.1% | 0.0% | +5.1% | +4.4% |
| 6M | +0.6% | +9.1% | -8.6% | -5.0% |
| YTD | -3.2% | +17.9% | -21.1% | -12.8% |
| 1Y | +127.7% | +3.2% | +124.4% | +118.8% |
| 3Y | +146.6% | -2.5% | +149.0% | +139.9% |
| 5Y | +4.2% | +17.6% | -13.4% | -8.8% |
| 10Y | +13.7% | +87.9% | -74.3% | -27.7% |
| All | +293.4% | +421.8% | -128.4% | +23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling