+502.4%
MDLZ vs IBN
+4,005.6%
-3,503.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.2% | -5.4% | -1.7% |
| 7D | +1.7% | +15.1% | -13.4% | -0.2% |
| 30D | +11.2% | +21.6% | -10.5% | +8.4% |
| 3M | +6.1% | +11.2% | -5.0% | +4.6% |
| 6M | +8.6% | +27.8% | -19.2% | +5.0% |
| YTD | +25.8% | +14.7% | +11.2% | +23.3% |
| 1Y | +21.7% | +14.4% | +7.3% | +19.2% |
| 3Y | +5.8% | +52.1% | -46.3% | -0.6% |
| 5Y | +21.4% | +70.7% | -49.3% | +11.7% |
| 10Y | +97.2% | +385.5% | -288.3% | +53.9% |
| All | +502.4% | +4,005.6% | -3,503.2% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling