+22.9%
MDLZ vs IP
-12.5%
+35.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.1% | -0.3% |
| 7D | +6.9% | -5.0% | +11.8% | +7.5% |
| 30D | +12.1% | +6.5% | +5.5% | +11.2% |
| 3M | +7.7% | -18.0% | +25.7% | +10.2% |
| 6M | +10.8% | +10.3% | +0.5% | +8.9% |
| YTD | +27.4% | -9.9% | +37.3% | +28.0% |
| 1Y | +23.5% | -1.1% | +24.6% | +22.6% |
| 3Y | +6.2% | +13.0% | -6.8% | -1.3% |
| 5Y | +22.9% | -12.3% | +35.1% | +24.6% |
| All | +22.9% | -12.5% | +35.3% | +24.6% |
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 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