+227.7%
MDLZ vs INDA
+115.1%
+112.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | +0.7% | -2.4% | -2.0% |
| 30D | -2.1% | -0.8% | -1.3% | -1.9% |
| 3M | +1.3% | +3.9% | -2.6% | -0.2% |
| 6M | +6.2% | -0.7% | +6.9% | +6.1% |
| YTD | +15.8% | -7.7% | +23.4% | +18.5% |
| 1Y | +4.1% | -5.1% | +9.2% | +5.5% |
| 3Y | -4.1% | +13.6% | -17.7% | -9.7% |
| 5Y | +13.4% | +7.8% | +5.6% | +8.1% |
| 10Y | +75.7% | +84.6% | -8.9% | +31.9% |
| All | +227.7% | +115.1% | +112.5% | +127.7% |
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