+454.2%
MDLZ vs IFF
+468.6%
-14.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -2.1% | -2.0% | -0.2% | -1.6% |
| 3M | +1.3% | +18.5% | -17.2% | -3.8% |
| 6M | +6.2% | +11.7% | -5.5% | +1.7% |
| YTD | +15.8% | +29.6% | -13.8% | +6.1% |
| 1Y | +4.1% | +35.0% | -30.8% | -5.9% |
| 3Y | -4.1% | +32.3% | -36.4% | -14.5% |
| 5Y | +13.4% | -34.6% | +47.9% | +20.8% |
| 10Y | +75.7% | -20.6% | +96.4% | +66.9% |
| All | +454.2% | +468.6% | -14.4% | +201.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling