+1,328.4%
WDC vs MDLZ
-2.8%
+1,331.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +4.4% | +1.7% | +2.8% | +5.1% |
| 30D | +5.3% | +1.1% | +4.2% | +5.9% |
| 3M | -5.9% | -1.8% | -4.1% | -4.5% |
| 6M | +73.2% | +12.3% | +60.9% | +79.7% |
| YTD | +167.8% | +18.0% | +149.8% | +182.3% |
| 1Y | +386.0% | +3.8% | +382.2% | +402.5% |
| All | +1,328.4% | -2.8% | +1,331.3% | +1,332.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling