+265.9%
IONQ vs MDLZ
+20.8%
+245.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +0.8% | -1.7% | +2.5% | +0.6% |
| 30D | -1.0% | -2.1% | +1.1% | -1.2% |
| 3M | -39.8% | +1.3% | -41.1% | -39.7% |
| 6M | +6.4% | +6.2% | +0.2% | +6.5% |
| YTD | -11.9% | +15.8% | -27.7% | -12.5% |
| 1Y | -6.2% | +4.1% | -10.3% | -6.0% |
| 3Y | +125.7% | -4.1% | +129.8% | +127.2% |
| 5Y | +296.0% | +13.4% | +282.6% | +269.9% |
| All | +265.9% | +20.8% | +245.1% | +236.0% |
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