+135.9%
WMT vs MDLZ
+17.7%
+118.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.4% |
| 7D | 0.0% | +1.9% | -1.9% | -0.6% |
| 30D | -7.4% | +0.4% | -7.8% | -7.6% |
| 3M | -10.9% | -0.6% | -10.2% | -10.8% |
| 6M | -12.7% | +14.7% | -27.4% | -16.8% |
| YTD | -3.2% | +18.0% | -21.2% | -8.7% |
| 1Y | +5.3% | +4.1% | +1.1% | +3.4% |
| 3Y | +101.9% | -4.6% | +106.4% | +102.5% |
| All | +135.9% | +17.7% | +118.2% | +111.4% |
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 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