+215.4%
IONQ vs MDLZ
+32.7%
+182.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.6% |
| 7D | +15.3% | -1.0% | +16.3% | +15.1% |
| 30D | -6.1% | +7.9% | -14.0% | -4.9% |
| 3M | -21.6% | +8.9% | -30.5% | -20.4% |
| 6M | -40.1% | +10.5% | -50.6% | -39.1% |
| YTD | -24.1% | +27.1% | -51.2% | -23.4% |
| 1Y | -37.4% | +20.9% | -58.3% | -36.6% |
| 3Y | +219.5% | +5.5% | +214.0% | +225.9% |
| 5Y | +76.9% | +22.2% | +54.7% | +67.6% |
| All | +215.4% | +32.7% | +182.7% | +194.0% |
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