+514.8%
MDLZ vs IP
+143.9%
+370.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +3.2% |
| 7D | +8.9% | +3.4% | +5.5% | +8.2% |
| 30D | +15.2% | +11.2% | +4.0% | +12.6% |
| 3M | +9.5% | -14.8% | +24.3% | +12.9% |
| 6M | +11.7% | +17.3% | -5.6% | +7.0% |
| YTD | +28.4% | -6.2% | +34.6% | +28.1% |
| 1Y | +24.4% | +2.3% | +22.1% | +21.7% |
| 3Y | +7.1% | +17.7% | -10.6% | -1.8% |
| 5Y | +24.2% | -8.4% | +32.7% | +19.1% |
| 10Y | +101.3% | +32.1% | +69.2% | +70.7% |
| All | +514.8% | +143.9% | +370.9% | +304.5% |
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