+102.0%
MDLZ vs IBB
+130.8%
-28.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.5% |
| 7D | +2.2% | +0.8% | +1.4% | +1.9% |
| 30D | +10.1% | +5.2% | +5.0% | +8.3% |
| 3M | +9.1% | +8.6% | +0.5% | +6.0% |
| 6M | +10.0% | +27.8% | -17.8% | +1.3% |
| YTD | +26.8% | +28.8% | -2.0% | +16.0% |
| 1Y | +22.5% | +36.4% | -13.9% | +9.9% |
| 3Y | +5.3% | +89.3% | -84.1% | -16.6% |
| 5Y | +21.4% | +43.3% | -21.8% | +4.7% |
| 10Y | +102.0% | +130.6% | -28.6% | +43.7% |
| All | +102.0% | +130.8% | -28.7% | +43.7% |
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