+388.8%
MDLZ vs IAU
+875.8%
-487.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -2.1% | +4.4% | -6.5% | -2.3% |
| 3M | +1.3% | -1.1% | +2.4% | +1.4% |
| 6M | +6.2% | -13.7% | +19.9% | +6.8% |
| YTD | +15.8% | +2.7% | +13.1% | +15.5% |
| 1Y | +4.1% | +24.6% | -20.5% | +3.0% |
| 3Y | -4.1% | +126.8% | -130.9% | -7.3% |
| 5Y | +13.4% | +139.5% | -126.1% | +9.2% |
| 10Y | +75.7% | +226.3% | -150.5% | +69.5% |
| All | +388.8% | +875.8% | -487.0% | +361.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling