+22.2%
MDLZ vs IP
-13.0%
+35.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.6% | +0.4% |
| 7D | -1.0% | -2.8% | +1.8% | -0.7% |
| 30D | +7.9% | +9.2% | -1.3% | +6.8% |
| 3M | +8.9% | -16.1% | +25.1% | +11.2% |
| 6M | +10.5% | +9.6% | +0.9% | +8.7% |
| YTD | +27.1% | -8.8% | +35.9% | +27.6% |
| 1Y | +20.9% | -5.5% | +26.4% | +20.7% |
| 3Y | +5.5% | +19.6% | -14.1% | -3.1% |
| 5Y | +22.2% | -13.5% | +35.7% | +26.7% |
| All | +22.2% | -13.0% | +35.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling