+454.2%
MDLZ vs IRM
+2,521.0%
-2,066.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -1.7% | -0.5% | -1.3% | -1.7% |
| 30D | -2.1% | -8.1% | +6.0% | -0.4% |
| 3M | +1.3% | -9.7% | +11.0% | +3.1% |
| 6M | +6.2% | +10.0% | -3.8% | +3.0% |
| YTD | +15.8% | +43.0% | -27.2% | +5.5% |
| 1Y | +4.1% | +32.7% | -28.6% | -3.9% |
| 3Y | -4.1% | +102.7% | -106.8% | -21.4% |
| 5Y | +13.4% | +187.6% | -174.2% | -15.6% |
| 10Y | +75.7% | +420.1% | -344.4% | +10.0% |
| All | +454.2% | +2,521.0% | -2,066.7% | +141.7% |
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