+150.0%
IONQ vs MDLZ
+7.0%
+143.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -5.6% |
| 7D | -11.5% | +2.3% | -13.8% | -10.3% |
| 30D | -8.1% | +7.9% | -16.0% | -3.8% |
| 3M | -35.8% | +7.3% | -43.0% | -32.6% |
| 6M | -47.7% | +11.7% | -59.4% | -43.4% |
| YTD | -35.6% | +28.7% | -64.4% | -27.2% |
| 1Y | -36.4% | +22.8% | -59.2% | -28.9% |
| 3Y | +150.0% | +6.6% | +143.5% | +185.3% |
| All | +150.0% | +7.0% | +143.0% | +185.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling