+214.8%
MDLZ vs IEMG
+143.9%
+70.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | +2.8% | -2.8% | -1.0% |
| 30D | -1.6% | +4.6% | -6.2% | -3.4% |
| 3M | +0.9% | +5.5% | -4.6% | -2.2% |
| 6M | +7.3% | +19.7% | -12.4% | -2.3% |
| YTD | +16.4% | +25.5% | -9.1% | +3.5% |
| 1Y | +3.0% | +35.5% | -32.6% | -11.8% |
| 3Y | -3.7% | +88.0% | -91.7% | -30.3% |
| 5Y | +15.6% | +50.6% | -35.0% | -7.6% |
| 10Y | +79.0% | +138.4% | -59.4% | +5.2% |
| All | +214.8% | +143.9% | +70.9% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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