+104.5%
MDLZ vs IBN
+383.7%
-279.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -0.4% | +5.7% | -6.1% | -1.3% |
| 30D | +8.2% | +20.5% | -12.3% | +5.0% |
| 3M | +8.0% | +15.2% | -7.3% | +5.5% |
| 6M | +9.7% | +34.5% | -24.8% | +4.4% |
| YTD | +26.9% | +16.4% | +10.5% | +23.3% |
| 1Y | +20.9% | +13.5% | +7.4% | +18.0% |
| 3Y | +5.3% | +55.4% | -50.1% | -3.2% |
| 5Y | +21.4% | +73.1% | -51.7% | +8.6% |
| All | +104.5% | +383.7% | -279.2% | +57.4% |
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