+81.8%
MDLZ vs IEFA
+145.9%
-64.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.6% |
| 7D | +1.7% | -2.4% | +4.1% | +3.0% |
| 30D | +1.1% | -2.1% | +3.2% | +2.2% |
| 3M | -1.8% | +5.5% | -7.4% | -5.1% |
| 6M | +12.3% | +8.1% | +4.2% | +6.7% |
| YTD | +18.0% | +11.9% | +6.1% | +9.7% |
| 1Y | +3.8% | +18.1% | -14.3% | -6.6% |
| 3Y | -2.4% | +65.5% | -67.9% | -29.6% |
| 5Y | +18.4% | +50.1% | -31.6% | -9.6% |
| All | +81.8% | +145.9% | -64.1% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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