+150.1%
IBM vs MDLZ
+23.2%
+126.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +1.6% | +2.3% | -0.7% | +1.0% |
| 30D | +9.2% | +7.9% | +1.3% | +7.1% |
| 3M | +4.9% | +7.3% | -2.3% | +3.0% |
| 6M | +16.8% | +11.7% | +5.1% | +13.3% |
| YTD | -14.3% | +28.7% | -43.0% | -20.7% |
| 1Y | -16.7% | +22.8% | -39.5% | -21.8% |
| 3Y | +82.2% | +6.6% | +75.6% | +76.8% |
| All | +150.1% | +23.2% | +126.9% | +122.9% |
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