+957.1%
WDC vs MDLZ
+18.0%
+939.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +4.4% | +1.7% | +2.8% | +4.5% |
| 30D | +5.3% | +1.1% | +4.2% | +5.3% |
| 3M | -5.9% | -1.8% | -4.1% | -5.4% |
| 6M | +73.2% | +12.3% | +60.9% | +70.4% |
| YTD | +167.8% | +18.0% | +149.8% | +160.9% |
| 1Y | +386.0% | +3.8% | +382.2% | +384.4% |
| 3Y | +1,309.7% | -2.4% | +1,312.1% | +1,288.7% |
| 5Y | +957.1% | +18.4% | +938.7% | +792.5% |
| All | +957.1% | +18.0% | +939.1% | +792.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling