+5.4%
MDLZ vs IYR
+40.6%
-35.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | +10.0% | +7.4% | +2.6% | +6.1% |
| 3M | +7.1% | -0.7% | +7.8% | +7.4% |
| 6M | +9.8% | +1.6% | +8.2% | +9.0% |
| YTD | +26.6% | +11.6% | +15.1% | +20.3% |
| 1Y | +20.3% | +10.5% | +9.8% | +14.8% |
| 3Y | +5.4% | +43.4% | -38.0% | -5.2% |
| All | +5.4% | +40.6% | -35.2% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling