+248.0%
MDLZ vs IEFA
+203.9%
+44.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +2.3% | +2.2% | +0.1% | +1.0% |
| 30D | +7.9% | +1.1% | +6.9% | +7.2% |
| 3M | +7.3% | -4.3% | +11.5% | +9.8% |
| 6M | +11.7% | +1.4% | +10.3% | +10.0% |
| YTD | +28.7% | +10.1% | +18.7% | +19.9% |
| 1Y | +22.8% | +12.9% | +9.9% | +12.6% |
| 3Y | +6.6% | +65.8% | -59.2% | -25.0% |
| 5Y | +23.2% | +47.7% | -24.5% | -7.2% |
| 10Y | +108.7% | +146.8% | -38.1% | +3.2% |
| All | +248.0% | +203.9% | +44.1% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling