+4.1%
MDLZ vs IT
-24.5%
+28.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | 0.0% |
| 7D | -1.7% | -6.0% | +4.3% | -1.4% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +1.3% | +13.1% | -11.8% | -0.9% |
| 6M | +6.2% | +11.7% | -5.5% | +3.9% |
| YTD | +15.8% | -26.1% | +41.9% | +14.6% |
| 1Y | +4.1% | -21.3% | +25.4% | +2.4% |
| All | +4.1% | -24.5% | +28.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling