+81.7%
MDLZ vs IJH
+184.0%
-102.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.4% |
| 7D | +1.9% | -1.9% | +3.8% | +2.7% |
| 30D | +0.4% | -4.6% | +5.1% | +2.4% |
| 3M | -0.6% | -1.2% | +0.5% | -0.4% |
| 6M | +14.7% | +9.4% | +5.3% | +9.8% |
| YTD | +18.0% | +13.3% | +4.6% | +10.9% |
| 1Y | +4.1% | +13.4% | -9.3% | -2.3% |
| 3Y | -4.6% | +50.4% | -55.0% | -23.4% |
| 5Y | +18.4% | +49.0% | -30.6% | -6.1% |
| All | +81.7% | +184.0% | -102.3% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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