+102.0%
MDLZ vs IAG
+336.8%
-234.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.8% | +0.4% |
| 7D | +2.2% | +16.8% | -14.7% | +1.5% |
| 30D | +10.1% | -1.5% | +11.6% | +10.1% |
| 3M | +9.1% | +0.5% | +8.6% | +8.9% |
| 6M | +10.0% | -1.0% | +10.9% | +9.6% |
| YTD | +26.8% | +12.3% | +14.5% | +25.2% |
| 1Y | +22.5% | +39.2% | -16.7% | +19.7% |
| 3Y | +5.3% | +712.3% | -707.0% | -7.3% |
| 5Y | +21.4% | +484.2% | -462.8% | +6.1% |
| 10Y | +102.0% | +382.3% | -280.2% | +73.9% |
| All | +102.0% | +336.8% | -234.7% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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