-16.7%
IBM vs MDLZ
+22.7%
-39.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +1.0% |
| 7D | +1.6% | +2.3% | -0.7% | +1.5% |
| 30D | +9.2% | +7.9% | +1.3% | +9.2% |
| 3M | +4.9% | +7.3% | -2.3% | +4.8% |
| 6M | +16.8% | +11.7% | +5.1% | +15.8% |
| YTD | -14.3% | +28.7% | -43.0% | -15.6% |
| 1Y | -16.7% | +22.8% | -39.5% | -16.3% |
| All | -16.7% | +22.7% | -39.4% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling