+82.7%
WULF vs MDLZ
+86.5%
-3.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | +1.9% | -0.5% | +1.3% |
| 30D | -2.6% | +0.4% | -3.0% | -2.7% |
| 3M | -34.0% | -0.6% | -33.3% | -34.0% |
| 6M | +10.0% | +14.7% | -4.7% | +7.9% |
| YTD | +45.7% | +18.0% | +27.7% | +42.5% |
| 1Y | +57.3% | +4.1% | +53.2% | +55.8% |
| 3Y | +878.9% | -4.6% | +883.5% | +876.8% |
| 5Y | -28.3% | +18.4% | -46.7% | -30.5% |
| All | +82.7% | +86.5% | -3.9% | +68.7% |
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