+5.8%
MDLZ vs IP
+13.9%
-8.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +1.7% | -5.1% | +6.7% | +2.1% |
| 30D | +11.2% | +8.5% | +2.7% | +10.5% |
| 3M | +6.1% | -13.8% | +20.0% | +7.3% |
| 6M | +8.6% | +5.7% | +2.8% | +7.8% |
| YTD | +25.8% | -9.1% | +35.0% | +26.2% |
| 1Y | +21.7% | -0.8% | +22.5% | +21.4% |
| 3Y | +5.8% | +14.8% | -9.0% | +5.1% |
| All | +5.8% | +13.9% | -8.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling