+92.2%
MDLZ vs IBN
+368.7%
-276.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | +0.4% |
| 7D | +0.1% | +14.6% | -14.5% | -2.1% |
| 30D | +10.0% | +23.5% | -13.5% | +6.3% |
| 3M | +7.1% | +14.0% | -6.9% | +4.7% |
| 6M | +9.8% | +31.1% | -21.3% | +4.9% |
| YTD | +26.6% | +16.6% | +10.1% | +23.0% |
| 1Y | +20.3% | +14.9% | +5.4% | +17.2% |
| 3Y | +5.4% | +56.9% | -51.5% | -3.3% |
| 5Y | +22.2% | +69.7% | -47.5% | +9.7% |
| 10Y | +92.2% | +365.4% | -273.2% | +45.8% |
| All | +92.2% | +368.7% | -276.5% | +45.8% |
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