+448.5%
MDLZ vs ICE
+2,331.7%
-1,883.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.1% |
| 7D | -1.7% | -0.7% | -1.1% | -1.6% |
| 30D | -2.1% | +7.6% | -9.7% | -3.5% |
| 3M | +1.3% | +13.9% | -12.6% | -1.2% |
| 6M | +6.2% | -2.4% | +8.6% | +6.4% |
| YTD | +15.8% | +0.3% | +15.5% | +15.2% |
| 1Y | +4.1% | -6.4% | +10.5% | +4.9% |
| 3Y | -4.1% | +43.1% | -47.2% | -11.1% |
| 5Y | +13.4% | +42.1% | -28.8% | +4.5% |
| 10Y | +75.7% | +220.9% | -145.2% | +41.1% |
| All | +448.5% | +2,331.7% | -1,883.2% | +256.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling