+865.2%
IVV vs MDLZ
+502.5%
+362.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +3.3% | -0.4% | +3.7% | +3.5% |
| 30D | -2.7% | +8.2% | -10.9% | -6.2% |
| 3M | -1.7% | +8.0% | -9.7% | -5.4% |
| 6M | +3.2% | +9.7% | -6.6% | -2.1% |
| YTD | +12.0% | +26.9% | -14.9% | -1.2% |
| 1Y | +12.1% | +20.9% | -8.8% | +1.0% |
| 3Y | +78.6% | +5.3% | +73.3% | +67.4% |
| 5Y | +73.8% | +21.4% | +52.4% | +50.7% |
| 10Y | +312.1% | +105.7% | +206.4% | +176.4% |
| All | +865.2% | +502.5% | +362.7% | +275.1% |
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