+143.8%
IBM vs MDLZ
+86.5%
+57.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | +3.6% | +1.9% | +1.7% | +2.8% |
| 30D | +3.1% | +0.4% | +2.7% | +2.8% |
| 3M | -10.8% | -0.6% | -10.2% | -10.6% |
| 6M | -0.8% | +14.7% | -15.5% | -7.1% |
| YTD | -16.2% | +18.0% | -34.2% | -23.3% |
| 1Y | -2.9% | +4.1% | -7.0% | -6.0% |
| 3Y | +79.8% | -4.6% | +84.4% | +78.2% |
| 5Y | +124.9% | +18.4% | +106.5% | +94.8% |
| All | +143.8% | +86.5% | +57.3% | +75.2% |
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