-4.6%
MDLZ vs IEFA
+65.6%
-70.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.5% |
| 7D | 0.0% | -0.5% | +0.4% | 0.0% |
| 30D | +1.4% | -1.1% | +2.6% | +1.7% |
| 3M | 0.0% | +5.1% | -5.1% | -1.3% |
| 6M | +9.1% | +9.3% | -0.2% | +6.3% |
| YTD | +17.9% | +13.0% | +5.0% | +13.7% |
| 1Y | +3.2% | +19.2% | -15.9% | -2.1% |
| All | -4.6% | +65.6% | -70.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling