+87.9%
MDLZ vs IBN
+312.2%
-224.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | 0.0% | -5.1% | +5.1% | +0.7% |
| 30D | +1.4% | -3.5% | +5.0% | +2.0% |
| 3M | 0.0% | +11.3% | -11.3% | -1.8% |
| 6M | +9.1% | +4.4% | +4.7% | +8.2% |
| YTD | +17.9% | -1.8% | +19.7% | +17.8% |
| 1Y | +3.2% | -8.0% | +11.2% | +4.1% |
| 3Y | -2.5% | +27.1% | -29.6% | -7.3% |
| 5Y | +17.6% | +54.5% | -36.9% | +7.4% |
| 10Y | +87.9% | +314.2% | -226.3% | +49.2% |
| All | +87.9% | +312.2% | -224.3% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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