+464.6%
MDLZ vs IJH
+894.8%
-430.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +1.4% | -3.8% | +5.3% | +3.2% |
| 3M | 0.0% | 0.0% | 0.0% | -0.3% |
| 6M | +9.1% | +8.8% | +0.4% | +4.6% |
| YTD | +17.9% | +13.5% | +4.4% | +10.6% |
| 1Y | +3.2% | +15.4% | -12.2% | -4.1% |
| 3Y | -2.5% | +50.9% | -53.4% | -21.6% |
| 5Y | +17.6% | +47.8% | -30.2% | -6.0% |
| 10Y | +87.9% | +183.1% | -95.1% | +6.6% |
| All | +464.6% | +894.8% | -430.2% | +85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling