+17.3%
MDLZ vs INVH
-20.2%
+37.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.9% | -3.0% | +4.9% | +2.9% |
| 30D | +0.4% | -7.5% | +7.9% | +3.0% |
| 3M | -0.6% | -5.5% | +4.9% | +1.3% |
| 6M | +14.7% | +11.7% | +3.0% | +11.1% |
| YTD | +18.0% | +1.3% | +16.6% | +17.4% |
| 1Y | +4.1% | -6.1% | +10.2% | +5.9% |
| 3Y | -4.6% | -9.8% | +5.2% | -2.8% |
| All | +17.3% | -20.2% | +37.5% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 5y: compounded portfolio wealth divided by compounded INVH 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…
5y analysis · Full analysis span regression · 6 months rolling