+892.3%
WMT vs MDLZ
+460.1%
+432.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -0.2% | 0.0% | -0.2% | -0.3% |
| 30D | -5.8% | +1.4% | -7.3% | -6.4% |
| 3M | -10.8% | 0.0% | -10.8% | -11.0% |
| 6M | -14.3% | +9.1% | -23.5% | -17.2% |
| YTD | -4.4% | +17.9% | -22.3% | -10.1% |
| 1Y | +4.3% | +3.2% | +1.1% | +2.5% |
| 3Y | +100.1% | -2.5% | +102.6% | +97.9% |
| 5Y | +130.8% | +17.6% | +113.2% | +112.9% |
| 10Y | +433.7% | +87.9% | +345.8% | +315.2% |
| All | +892.3% | +460.1% | +432.3% | +419.1% |
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