+454.2%
MDLZ vs IP
+154.7%
+299.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.7% |
| 7D | -1.7% | -5.3% | +3.5% | -0.7% |
| 30D | -2.1% | -10.9% | +8.7% | +0.2% |
| 3M | +1.3% | +11.2% | -9.9% | -1.5% |
| 6M | +6.2% | -10.2% | +16.4% | +7.4% |
| YTD | +15.8% | -2.0% | +17.8% | +14.6% |
| 1Y | +4.1% | -19.1% | +23.2% | +6.9% |
| 3Y | -4.1% | +20.9% | -24.9% | -12.4% |
| 5Y | +13.4% | -17.8% | +31.2% | +11.5% |
| 10Y | +75.7% | +23.5% | +52.2% | +51.4% |
| All | +454.2% | +154.7% | +299.5% | +262.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling