+307.7%
IBM vs MDLZ
+453.0%
-145.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.4% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.5% | -1.6% | +0.1% | -1.0% |
| 3M | -16.8% | +0.9% | -17.6% | -17.1% |
| 6M | -9.0% | +7.3% | -16.4% | -12.0% |
| YTD | -20.1% | +16.4% | -36.5% | -25.6% |
| 1Y | -7.0% | +3.0% | -10.0% | -9.3% |
| 3Y | +72.4% | -3.7% | +76.1% | +70.3% |
| 5Y | +112.0% | +15.6% | +96.4% | +92.5% |
| 10Y | +131.6% | +79.0% | +52.6% | +76.6% |
| All | +307.7% | +453.0% | -145.3% | +94.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling