+185.7%
IONQ vs MDLZ
+32.4%
+153.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.4% |
| 7D | +16.8% | -0.4% | +17.2% | +16.7% |
| 30D | -11.1% | +8.2% | -19.4% | -10.0% |
| 3M | -31.7% | +8.0% | -39.7% | -30.8% |
| 6M | -44.8% | +9.7% | -54.5% | -43.8% |
| YTD | -31.2% | +26.9% | -58.1% | -30.6% |
| 1Y | -39.1% | +20.9% | -60.0% | -38.4% |
| 3Y | +189.5% | +5.3% | +184.2% | +195.2% |
| 5Y | +53.2% | +21.4% | +31.8% | +44.9% |
| All | +185.7% | +32.4% | +153.3% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling