+90.0%
MDLZ vs IR
+332.9%
-242.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +2.5% | -0.2% | +1.9% |
| 30D | +7.9% | +9.2% | -1.2% | +6.2% |
| 3M | +7.3% | +0.9% | +6.3% | +6.9% |
| 6M | +11.7% | +19.2% | -7.6% | +7.8% |
| YTD | +28.7% | +7.5% | +21.3% | +26.0% |
| 1Y | +22.8% | +11.7% | +11.0% | +19.2% |
| 3Y | +6.6% | +23.9% | -17.3% | -0.7% |
| 5Y | +23.2% | +46.4% | -23.2% | +9.1% |
| All | +90.0% | +332.9% | -242.9% | +39.5% |
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