+259.8%
MDLZ vs INDA
+122.4%
+137.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.6% |
| 1Y | +20.9% | -5.8% | +26.7% | +22.8% |
| 3Y | +5.5% | +16.8% | -11.3% | -1.6% |
| 5Y | +22.2% | +10.4% | +11.9% | +15.6% |
| 10Y | +106.1% | +116.8% | -10.7% | +46.4% |
| All | +259.8% | +122.4% | +137.4% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling