+10.7%
MDLZ vs IRE
-97.2%
+108.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +39.6% | -40.8% | -0.2% |
| 7D | +1.7% | -27.2% | +28.8% | +1.4% |
| 30D | +11.2% | -75.1% | +86.3% | +9.0% |
| 3M | +6.1% | -77.9% | +84.0% | +4.2% |
| 6M | +8.6% | -94.6% | +103.1% | +6.9% |
| YTD | +25.8% | -91.5% | +117.4% | +24.2% |
| 1Y | +21.7% | -97.8% | +119.5% | +18.1% |
| All | +10.7% | -97.2% | +108.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 3y: compounded portfolio wealth divided by compounded IRE 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…
3y analysis · Full analysis span regression · 6 months rolling