+17.6%
MDLZ vs IEFA
+51.0%
-33.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.7% |
| 7D | 0.0% | -0.5% | +0.4% | +0.1% |
| 30D | +1.4% | -1.1% | +2.6% | +1.8% |
| 3M | 0.0% | +5.1% | -5.1% | -2.0% |
| 6M | +9.1% | +9.3% | -0.2% | +5.0% |
| YTD | +17.9% | +13.0% | +5.0% | +11.8% |
| 1Y | +3.2% | +19.2% | -15.9% | -4.3% |
| 3Y | -2.5% | +67.0% | -69.5% | -22.9% |
| 5Y | +17.6% | +51.1% | -33.5% | -4.6% |
| All | +17.6% | +51.0% | -33.4% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling