+145.0%
WFC vs MDLZ
+86.5%
+58.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +1.0% |
| 7D | +0.4% | +1.9% | -1.5% | -0.5% |
| 30D | +1.5% | +0.4% | +1.1% | +1.2% |
| 3M | +10.2% | -0.6% | +10.8% | +9.9% |
| 6M | +18.8% | +14.7% | +4.1% | +10.7% |
| YTD | -1.5% | +18.0% | -19.5% | -10.2% |
| 1Y | +13.5% | +4.1% | +9.4% | +9.7% |
| 3Y | +135.0% | -4.6% | +139.5% | +130.2% |
| 5Y | +130.1% | +18.4% | +111.7% | +94.4% |
| All | +145.0% | +86.5% | +58.4% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling