+361.2%
MDLZ vs IBKR
+1,343.5%
-982.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.8% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | -1.6% | +3.7% | -5.2% | -2.3% |
| 3M | +0.9% | +4.2% | -3.4% | -0.4% |
| 6M | +7.3% | +36.6% | -29.3% | +1.0% |
| YTD | +16.4% | +41.9% | -25.4% | +8.4% |
| 1Y | +3.0% | +49.5% | -46.5% | -5.4% |
| 3Y | -3.7% | +291.3% | -295.0% | -28.4% |
| 5Y | +15.6% | +492.7% | -477.1% | -22.8% |
| 10Y | +79.0% | +994.0% | -915.0% | +0.5% |
| All | +361.2% | +1,343.5% | -982.2% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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