+81.8%
MDLZ vs ITOT
+300.1%
-218.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | +1.7% | -2.0% | +3.7% | +2.8% |
| 30D | +1.1% | -2.0% | +3.1% | +2.2% |
| 3M | -1.8% | +4.5% | -6.4% | -4.5% |
| 6M | +12.3% | +12.6% | -0.3% | +4.6% |
| YTD | +18.0% | +12.0% | +6.0% | +10.1% |
| 1Y | +3.8% | +17.3% | -13.4% | -5.9% |
| 3Y | -2.4% | +75.2% | -77.7% | -32.6% |
| 5Y | +18.4% | +74.0% | -55.6% | -19.1% |
| All | +81.8% | +300.1% | -218.3% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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