+493.5%
MDLZ vs ITOT
+875.1%
-381.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +2.3% | +2.5% | -0.2% | +0.8% |
| 30D | +7.9% | -1.7% | +9.6% | +8.8% |
| 3M | +7.3% | -3.4% | +10.6% | +9.0% |
| 6M | +11.7% | +2.1% | +9.6% | +9.5% |
| YTD | +28.7% | +11.5% | +17.3% | +19.4% |
| 1Y | +22.8% | +13.6% | +9.1% | +12.5% |
| 3Y | +6.6% | +77.2% | -70.6% | -27.5% |
| 5Y | +23.2% | +64.4% | -41.2% | -13.4% |
| 10Y | +108.7% | +288.6% | -179.9% | -16.9% |
| All | +493.5% | +875.1% | -381.6% | +36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling