-3.7%
MDLZ vs INDA
+10.1%
-13.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.7% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -1.6% | -2.5% | +1.0% | -1.3% |
| 3M | +0.9% | +4.0% | -3.1% | +0.3% |
| 6M | +7.3% | -1.8% | +9.1% | +7.4% |
| YTD | +16.4% | -9.2% | +25.6% | +17.6% |
| 1Y | +3.0% | -7.2% | +10.1% | +3.6% |
| 3Y | -3.7% | +9.8% | -13.6% | -8.0% |
| All | -3.7% | +10.1% | -13.9% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling