+90.0%
MDLZ vs IP
+26.3%
+63.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | +1.7% | -5.1% | +6.7% | +2.7% |
| 30D | +11.2% | +8.5% | +2.7% | +9.3% |
| 3M | +6.1% | -13.8% | +20.0% | +9.1% |
| 6M | +8.6% | +5.7% | +2.8% | +6.3% |
| YTD | +25.8% | -9.1% | +35.0% | +26.3% |
| 1Y | +21.7% | -0.8% | +22.5% | +19.7% |
| 3Y | +5.8% | +14.8% | -9.0% | -4.4% |
| 5Y | +21.4% | -11.5% | +32.9% | +16.4% |
| All | +90.0% | +26.3% | +63.8% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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