+23.0%
MDLZ vs IAU
+105.6%
-82.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.5% |
| 7D | +2.3% | -4.6% | +6.9% | +2.6% |
| 30D | +7.9% | -5.4% | +13.4% | +8.3% |
| 3M | +7.3% | -10.9% | +18.1% | +8.0% |
| 6M | +11.7% | -17.4% | +29.0% | +13.5% |
| YTD | +28.7% | -10.2% | +39.0% | +28.7% |
| 1Y | +22.8% | -7.1% | +29.8% | +22.0% |
| 3Y | +6.6% | +97.7% | -91.1% | -6.7% |
| All | +23.0% | +105.6% | -82.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling