+454.2%
MDLZ vs IYR
+563.9%
-109.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -2.1% | -2.9% | +0.7% | -1.1% |
| 3M | +1.3% | +0.8% | +0.5% | +1.1% |
| 6M | +6.2% | +1.9% | +4.3% | +5.6% |
| YTD | +15.8% | +9.6% | +6.2% | +12.2% |
| 1Y | +4.1% | +8.1% | -4.0% | +1.4% |
| 3Y | -4.1% | +29.2% | -33.3% | -12.5% |
| 5Y | +13.4% | +4.3% | +9.1% | +10.3% |
| 10Y | +75.7% | +64.7% | +11.0% | +46.8% |
| All | +454.2% | +563.9% | -109.7% | +192.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling