+502.4%
MDLZ vs IRM
+2,307.6%
-1,805.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.4% |
| 7D | +1.7% | -8.6% | +10.3% | +3.5% |
| 30D | +11.2% | -8.0% | +19.2% | +12.9% |
| 3M | +6.1% | -12.0% | +18.1% | +8.6% |
| 6M | +8.6% | -18.2% | +26.7% | +12.4% |
| YTD | +25.8% | +31.4% | -5.5% | +16.3% |
| 1Y | +21.7% | +9.2% | +12.5% | +17.1% |
| 3Y | +5.8% | +94.6% | -88.8% | -12.8% |
| 5Y | +21.4% | +170.2% | -148.8% | -8.7% |
| 10Y | +97.2% | +464.3% | -367.1% | +21.2% |
| All | +502.4% | +2,307.6% | -1,805.2% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling