+87.9%
MDLZ vs IT
+88.4%
-0.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | 0.0% | -9.1% | +9.1% | +1.5% |
| 30D | +1.4% | -12.2% | +13.6% | +3.5% |
| 3M | 0.0% | +7.8% | -7.8% | -2.2% |
| 6M | +9.1% | +2.0% | +7.2% | +7.1% |
| YTD | +17.9% | -32.7% | +50.7% | +24.1% |
| 1Y | +3.2% | -31.1% | +34.3% | +7.7% |
| 3Y | -2.5% | -52.1% | +49.6% | +6.4% |
| 5Y | +17.6% | -46.3% | +63.9% | +22.3% |
| 10Y | +87.9% | +91.4% | -3.4% | +43.1% |
| All | +87.9% | +88.4% | -0.5% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling