+312.6%
IBM vs MDLZ
+449.8%
-137.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | +0.3% | -2.1% | +2.4% | +1.0% |
| 3M | -21.6% | +1.3% | -22.9% | -22.1% |
| 6M | -4.7% | +6.2% | -10.9% | -7.4% |
| YTD | -19.1% | +15.8% | -34.9% | -24.5% |
| 1Y | -2.5% | +4.1% | -6.6% | -5.4% |
| 3Y | +74.2% | -4.1% | +78.2% | +72.3% |
| 5Y | +113.1% | +13.4% | +99.8% | +95.1% |
| 10Y | +133.5% | +75.7% | +57.8% | +79.3% |
| All | +312.6% | +449.8% | -137.2% | +97.6% |
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