+107.6%
MDLZ vs IRM
+520.0%
-412.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +2.3% | +6.8% | -4.5% | +0.8% |
| 30D | +7.9% | +2.6% | +5.3% | +7.0% |
| 3M | +7.3% | -9.5% | +16.7% | +9.2% |
| 6M | +11.7% | -8.5% | +20.2% | +12.9% |
| YTD | +28.7% | +40.3% | -11.5% | +15.8% |
| 1Y | +22.8% | +28.7% | -5.9% | +12.8% |
| 3Y | +6.6% | +111.8% | -105.2% | -17.6% |
| 5Y | +23.2% | +189.1% | -165.9% | -15.0% |
| All | +107.6% | +520.0% | -412.4% | +7.5% |
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