+431.3%
MDLZ vs IAU
+793.8%
-362.5%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +1.7% | +4.7% | -3.1% | +1.5% |
| 30D | +11.2% | -0.9% | +12.1% | +11.2% |
| 3M | +6.1% | -4.4% | +10.5% | +6.3% |
| 6M | +8.6% | -13.5% | +22.1% | +9.1% |
| YTD | +25.8% | -5.9% | +31.7% | +25.9% |
| 1Y | +21.7% | +1.9% | +19.8% | +21.3% |
| 3Y | +5.8% | +104.1% | -98.3% | +2.6% |
| 5Y | +21.4% | +121.0% | -99.6% | +17.3% |
| 10Y | +97.2% | +204.1% | -106.8% | +90.8% |
| All | +431.3% | +793.8% | -362.5% | +403.2% |
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