+92.2%
MDLZ vs ICE
+258.3%
-166.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +0.1% | +1.0% | -0.9% | -0.3% |
| 30D | +10.0% | +11.4% | -1.4% | +5.4% |
| 3M | +7.1% | +16.2% | -9.1% | +0.8% |
| 6M | +9.8% | +12.5% | -2.7% | +4.4% |
| YTD | +26.6% | +8.6% | +18.1% | +21.1% |
| 1Y | +20.3% | +18.4% | +2.0% | +11.0% |
| 3Y | +5.4% | +66.4% | -61.0% | -17.1% |
| 5Y | +22.2% | +37.2% | -15.0% | +3.2% |
| 10Y | +92.2% | +244.8% | -152.7% | +16.2% |
| All | +92.2% | +258.3% | -166.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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