+16.5%
MDLZ vs IT
-40.5%
+57.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | -1.7% | -6.0% | +4.3% | -1.1% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +1.3% | +13.1% | -11.8% | -0.8% |
| 6M | +6.2% | +11.7% | -5.5% | +3.8% |
| YTD | +15.8% | -26.1% | +41.9% | +18.6% |
| 1Y | +4.1% | -21.3% | +25.4% | +5.4% |
| 3Y | -4.1% | -46.7% | +42.7% | 0.0% |
| All | +16.5% | -40.5% | +57.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling