+70.8%
MDLZ vs IR
+288.5%
-217.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.5% |
| 7D | -1.7% | -2.8% | +1.1% | -1.3% |
| 30D | -2.1% | -15.1% | +13.0% | +0.6% |
| 3M | +1.3% | +6.1% | -4.7% | 0.0% |
| 6M | +6.2% | -16.8% | +23.0% | +9.1% |
| YTD | +15.8% | -3.5% | +19.3% | +15.6% |
| 1Y | +4.1% | -3.5% | +7.6% | +3.8% |
| 3Y | -4.1% | +9.5% | -13.6% | -8.6% |
| 5Y | +13.4% | +45.1% | -31.7% | +0.4% |
| All | +70.8% | +288.5% | -217.7% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling