+878.9%
WULF vs MDLZ
-2.9%
+881.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | +1.9% | -0.5% | +1.9% |
| 30D | -2.6% | +0.4% | -3.0% | -2.4% |
| 3M | -34.0% | -0.6% | -33.3% | -33.3% |
| 6M | +10.0% | +14.7% | -4.7% | +10.9% |
| YTD | +45.7% | +18.0% | +27.7% | +47.5% |
| 1Y | +57.3% | +4.1% | +53.2% | +57.7% |
| 3Y | +878.9% | -4.6% | +883.5% | +795.4% |
| All | +878.9% | -2.9% | +881.8% | +795.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling