+85.7%
MDLZ vs IR
+322.3%
-236.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.4% |
| 7D | +1.7% | +3.7% | -2.0% | +1.0% |
| 30D | +11.2% | +7.4% | +3.7% | +9.7% |
| 3M | +6.1% | -5.9% | +12.1% | +7.1% |
| 6M | +8.6% | +5.6% | +3.0% | +7.1% |
| YTD | +25.8% | +4.8% | +21.0% | +23.7% |
| 1Y | +21.7% | +6.9% | +14.7% | +19.1% |
| 3Y | +5.8% | +27.6% | -21.7% | -2.0% |
| 5Y | +21.4% | +45.8% | -24.4% | +7.5% |
| All | +85.7% | +322.3% | -236.6% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling