+86.9%
MDLZ vs IR
+342.0%
-255.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -0.1% |
| 7D | +0.1% | +5.0% | -4.9% | -0.8% |
| 30D | +10.0% | +10.3% | -0.3% | +8.0% |
| 3M | +7.1% | -0.1% | +7.1% | +6.9% |
| 6M | +9.8% | +14.8% | -4.9% | +6.8% |
| YTD | +26.6% | +9.7% | +16.9% | +23.5% |
| 1Y | +20.3% | +12.2% | +8.1% | +16.8% |
| 3Y | +5.4% | +30.0% | -24.6% | -2.6% |
| 5Y | +22.2% | +46.8% | -24.6% | +8.2% |
| All | +86.9% | +342.0% | -255.2% | +36.7% |
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