+143.5%
IWM vs MDLZ
+108.1%
+35.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.9% |
| 7D | +1.4% | +2.3% | -0.9% | +0.5% |
| 30D | +2.3% | +7.9% | -5.7% | -1.0% |
| 3M | -8.3% | +7.3% | -15.6% | -11.1% |
| 6M | -1.3% | +11.7% | -13.0% | -6.6% |
| YTD | +13.5% | +28.7% | -15.2% | +0.1% |
| 1Y | +18.4% | +22.8% | -4.4% | +6.7% |
| 3Y | +69.6% | +6.6% | +63.0% | +59.3% |
| 5Y | +23.3% | +23.2% | +0.1% | +5.1% |
| All | +143.5% | +108.1% | +35.4% | +68.5% |
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