+120.6%
IBM vs MDLZ
+17.0%
+103.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.1% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +1.5% | +1.4% | +0.1% | +1.1% |
| 3M | -12.9% | 0.0% | -12.9% | -13.0% |
| 6M | -3.9% | +9.1% | -13.0% | -6.3% |
| YTD | -17.3% | +17.9% | -35.3% | -21.8% |
| 1Y | -5.0% | +3.2% | -8.2% | -6.3% |
| 3Y | +78.2% | -2.5% | +80.7% | +76.7% |
| 5Y | +120.6% | +17.6% | +103.0% | +97.9% |
| All | +120.6% | +17.0% | +103.6% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling