+92.2%
MDLZ vs IBB
+139.6%
-47.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.1% | -0.2% |
| 7D | +0.1% | +2.7% | -2.6% | -0.7% |
| 30D | +10.0% | +6.3% | +3.6% | +7.8% |
| 3M | +7.1% | +11.1% | -4.0% | +3.3% |
| 6M | +9.8% | +29.2% | -19.4% | +0.9% |
| YTD | +26.6% | +30.2% | -3.6% | +15.5% |
| 1Y | +20.3% | +39.5% | -19.2% | +7.2% |
| 3Y | +5.4% | +92.3% | -86.9% | -16.8% |
| 5Y | +22.2% | +43.0% | -20.8% | +5.6% |
| 10Y | +92.2% | +137.1% | -44.9% | +36.4% |
| All | +92.2% | +139.6% | -47.5% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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