+23.0%
MDLZ vs ICE
+40.5%
-17.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +2.3% | +3.6% | -1.3% | +1.2% |
| 30D | +7.9% | +15.1% | -7.1% | +3.7% |
| 3M | +7.3% | +15.4% | -8.1% | +2.8% |
| 6M | +11.7% | +16.1% | -4.4% | +6.6% |
| YTD | +28.7% | +11.4% | +17.4% | +23.6% |
| 1Y | +22.8% | +18.5% | +4.3% | +15.5% |
| 3Y | +6.6% | +70.5% | -63.9% | -11.0% |
| All | +23.0% | +40.5% | -17.5% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling