+15.6%
MDLZ vs IAU
+139.7%
-124.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | 0.0% | +0.7% | -0.7% | 0.0% |
| 30D | -1.6% | +0.3% | -1.9% | -1.6% |
| 3M | +0.9% | +0.7% | +0.2% | +0.8% |
| 6M | +7.3% | -15.5% | +22.8% | +9.4% |
| YTD | +16.4% | +1.0% | +15.5% | +15.6% |
| 1Y | +3.0% | +19.6% | -16.6% | -0.4% |
| 3Y | -3.7% | +125.4% | -129.2% | -15.9% |
| 5Y | +15.6% | +140.7% | -125.1% | -3.7% |
| All | +15.6% | +139.7% | -124.1% | -3.7% |
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