+87.9%
MDLZ vs ICE
+215.5%
-127.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | 0.0% | -0.9% | +0.8% | +0.2% |
| 30D | +1.4% | +4.0% | -2.5% | -0.2% |
| 3M | 0.0% | +11.0% | -10.9% | -4.2% |
| 6M | +9.1% | -5.0% | +14.1% | +10.7% |
| YTD | +17.9% | -2.7% | +20.6% | +17.8% |
| 1Y | +3.2% | -8.6% | +11.8% | +5.7% |
| 3Y | -2.5% | +41.4% | -43.8% | -17.9% |
| 5Y | +17.6% | +39.9% | -22.3% | -2.6% |
| 10Y | +87.9% | +214.9% | -127.0% | +25.6% |
| All | +87.9% | +215.5% | -127.6% | +25.6% |
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