+502.4%
MDLZ vs IWD
+661.2%
-158.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +1.7% | -0.5% | +2.1% | +1.9% |
| 30D | +11.2% | +2.7% | +8.5% | +9.5% |
| 3M | +6.1% | +0.9% | +5.3% | +5.6% |
| 6M | +8.6% | +10.5% | -2.0% | +2.3% |
| YTD | +25.8% | +23.7% | +2.1% | +11.1% |
| 1Y | +21.7% | +28.7% | -7.1% | +4.9% |
| 3Y | +5.8% | +79.7% | -73.9% | -25.5% |
| 5Y | +21.4% | +69.7% | -48.3% | -12.0% |
| 10Y | +97.2% | +211.4% | -114.2% | +0.3% |
| All | +502.4% | +661.2% | -158.8% | +92.6% |
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