+15.6%
MDLZ vs IYR
+5.6%
+10.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.6% | -2.5% | +1.0% | -0.4% |
| 3M | +0.9% | +1.5% | -0.6% | +0.3% |
| 6M | +7.3% | +3.9% | +3.5% | +5.6% |
| YTD | +16.4% | +9.5% | +6.9% | +11.8% |
| 1Y | +3.0% | +7.5% | -4.5% | -0.3% |
| 3Y | -3.7% | +30.8% | -34.5% | -14.8% |
| 5Y | +15.6% | +4.8% | +10.8% | +13.8% |
| All | +15.6% | +5.6% | +10.0% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling