+81.7%
MDLZ vs IFF
-20.3%
+102.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +1.9% | -3.2% | +5.1% | +2.7% |
| 30D | +0.4% | -0.3% | +0.7% | +0.5% |
| 3M | -0.6% | +8.4% | -9.1% | -2.8% |
| 6M | +14.7% | +23.0% | -8.3% | +8.0% |
| YTD | +18.0% | +25.5% | -7.5% | +10.4% |
| 1Y | +4.1% | +29.1% | -24.9% | -3.4% |
| 3Y | -4.6% | +31.7% | -36.2% | -13.4% |
| 5Y | +18.4% | -35.2% | +53.6% | +26.4% |
| All | +81.7% | -20.3% | +102.0% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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