+454.2%
MDLZ vs IWD
+658.9%
-204.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -1.7% | -0.3% | -1.5% | -1.6% |
| 30D | -2.1% | +0.6% | -2.7% | -2.4% |
| 3M | +1.3% | +7.2% | -5.9% | -2.8% |
| 6M | +6.2% | +16.2% | -10.0% | -2.7% |
| YTD | +15.8% | +23.3% | -7.5% | +2.4% |
| 1Y | +4.1% | +29.6% | -25.4% | -10.5% |
| 3Y | -4.1% | +70.5% | -74.5% | -30.3% |
| 5Y | +13.4% | +73.5% | -60.1% | -18.9% |
| 10Y | +75.7% | +198.3% | -122.6% | -8.5% |
| All | +454.2% | +658.9% | -204.7% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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