+87.9%
MDLZ vs IRM
+418.7%
-330.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | 0.0% | +3.0% | -3.1% | -0.8% |
| 30D | +1.4% | -5.2% | +6.7% | +2.6% |
| 3M | 0.0% | -8.0% | +8.1% | +1.5% |
| 6M | +9.1% | +9.2% | 0.0% | +5.6% |
| YTD | +17.9% | +41.0% | -23.1% | +6.3% |
| 1Y | +3.2% | +23.3% | -20.0% | -4.0% |
| 3Y | -2.5% | +102.8% | -105.3% | -23.7% |
| 5Y | +17.6% | +192.8% | -175.2% | -19.4% |
| 10Y | +87.9% | +439.6% | -351.7% | -1.1% |
| All | +87.9% | +418.7% | -330.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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