+337.1%
IBM vs MDLZ
+511.4%
-174.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +1.6% | +2.3% | -0.7% | +0.7% |
| 30D | +9.2% | +7.9% | +1.3% | +5.9% |
| 3M | +4.9% | +7.3% | -2.3% | +1.9% |
| 6M | +16.8% | +11.7% | +5.1% | +11.5% |
| YTD | -14.3% | +28.7% | -43.0% | -23.3% |
| 1Y | -16.7% | +22.8% | -39.5% | -24.1% |
| 3Y | +82.2% | +6.6% | +75.6% | +73.2% |
| 5Y | +149.9% | +23.2% | +126.8% | +121.5% |
| 10Y | +142.6% | +108.7% | +33.9% | +75.0% |
| All | +337.1% | +511.4% | -174.2% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling