+516.3%
MDLZ vs IFF
+437.0%
+79.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.2% |
| 7D | +2.3% | -1.8% | +4.1% | +2.8% |
| 30D | +7.9% | -9.4% | +17.4% | +10.9% |
| 3M | +7.3% | -3.0% | +10.2% | +8.0% |
| 6M | +11.7% | +5.8% | +5.9% | +9.3% |
| YTD | +28.7% | +22.4% | +6.4% | +19.8% |
| 1Y | +22.8% | +23.0% | -0.3% | +13.9% |
| 3Y | +6.6% | +21.8% | -15.2% | -2.6% |
| 5Y | +23.2% | -39.2% | +62.4% | +34.3% |
| 10Y | +108.7% | -12.4% | +121.1% | +91.4% |
| All | +516.3% | +437.0% | +79.3% | +240.0% |
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