+3.8%
MDLZ vs ITOT
+16.9%
-13.1%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | -0.1% |
| 7D | +1.7% | -2.0% | +3.7% | +1.2% |
| 30D | +1.1% | -2.0% | +3.1% | +0.7% |
| 3M | -1.8% | +4.5% | -6.4% | -1.3% |
| 6M | +12.3% | +12.6% | -0.3% | +12.0% |
| YTD | +18.0% | +12.0% | +6.0% | +17.3% |
| 1Y | +3.8% | +17.3% | -13.4% | +3.8% |
| All | +3.8% | +16.9% | -13.1% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling