+12.3%
WFC vs MDLZ
+3.3%
+9.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.8% | -1.7% | +5.5% | +3.8% |
| 30D | +1.5% | -2.1% | +3.6% | +1.5% |
| 3M | +10.9% | +1.3% | +9.5% | +10.5% |
| 6M | +8.4% | +6.2% | +2.2% | +7.5% |
| YTD | -1.9% | +15.8% | -17.7% | -4.4% |
| 1Y | +12.3% | +4.1% | +8.2% | +12.4% |
| All | +12.3% | +3.3% | +9.1% | +12.4% |
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