+881.7%
WULF vs MDLZ
+460.5%
+421.2%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | -0.6% | +1.7% | -2.2% | -0.7% |
| 30D | -3.6% | +1.1% | -4.8% | -3.8% |
| 3M | -30.4% | -1.8% | -28.6% | -30.5% |
| 6M | +12.5% | +12.3% | +0.2% | +10.6% |
| YTD | +40.5% | +18.0% | +22.4% | +37.4% |
| 1Y | +53.0% | +3.8% | +49.2% | +51.5% |
| 3Y | +796.7% | -2.4% | +799.1% | +789.8% |
| 5Y | -30.9% | +18.4% | -49.3% | -32.9% |
| 10Y | +76.1% | +88.1% | -12.0% | +61.8% |
| All | +881.7% | +460.5% | +421.2% | +783.7% |
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 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