+69.6%
IWM vs MDLZ
+7.0%
+62.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +1.4% | +2.3% | -0.9% | +1.3% |
| 30D | +2.3% | +7.9% | -5.7% | +1.9% |
| 3M | -8.3% | +7.3% | -15.6% | -8.6% |
| 6M | -1.3% | +11.7% | -13.0% | -2.0% |
| YTD | +13.5% | +28.7% | -15.2% | +10.8% |
| 1Y | +18.4% | +22.8% | -4.4% | +16.2% |
| 3Y | +69.6% | +6.6% | +63.0% | +66.0% |
| All | +69.6% | +7.0% | +62.6% | +66.0% |
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 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