+23,925.5%
WDC vs MDLZ
+453.0%
+23,472.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.6% | +1.9% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +9.9% | -1.6% | +11.5% | +10.5% |
| 3M | -9.4% | +0.9% | -10.3% | -11.8% |
| 6M | +94.7% | +7.3% | +87.4% | +83.5% |
| YTD | +177.4% | +16.4% | +160.9% | +149.2% |
| 1Y | +412.6% | +3.0% | +409.6% | +385.5% |
| 3Y | +1,359.8% | -3.7% | +1,363.5% | +1,278.9% |
| 5Y | +992.6% | +15.6% | +977.0% | +826.7% |
| 10Y | +1,245.5% | +79.0% | +1,166.5% | +805.7% |
| All | +23,925.5% | +453.0% | +23,472.5% | +8,273.1% |
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