+502.4%
MDLZ vs IT
+1,745.6%
-1,243.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.8% | -0.5% |
| 7D | +1.7% | -16.9% | +18.6% | +4.7% |
| 30D | +11.2% | +2.3% | +8.9% | +10.5% |
| 3M | +6.1% | +2.9% | +3.3% | +5.0% |
| 6M | +8.6% | +25.9% | -17.3% | +2.7% |
| YTD | +25.8% | -24.6% | +50.5% | +28.7% |
| 1Y | +21.7% | -16.0% | +37.7% | +22.0% |
| 3Y | +5.8% | -51.6% | +57.4% | +14.6% |
| 5Y | +21.4% | -42.6% | +64.1% | +25.4% |
| 10Y | +97.2% | +103.6% | -6.3% | +56.4% |
| All | +502.4% | +1,745.6% | -1,243.2% | +231.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling