+106.1%
MDLZ vs INDA
+112.6%
-6.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -1.0% | +3.1% | -4.1% | -2.1% |
| 30D | +7.9% | +11.3% | -3.3% | +4.1% |
| 3M | +8.9% | +3.0% | +5.9% | +7.7% |
| 6M | +10.5% | +6.5% | +3.9% | +7.8% |
| YTD | +27.1% | -4.6% | +31.7% | +28.7% |
| 1Y | +20.9% | -5.8% | +26.7% | +22.9% |
| 3Y | +5.5% | +16.8% | -11.3% | -1.9% |
| 5Y | +22.2% | +10.4% | +11.9% | +15.3% |
| 10Y | +106.1% | +116.8% | -10.7% | +47.8% |
| All | +106.1% | +112.6% | -6.5% | +47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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