+507.3%
MDLZ vs TAP
+173.6%
+333.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -0.4% | -6.3% | +5.9% | +1.5% |
| 30D | +8.2% | +2.7% | +5.5% | +7.3% |
| 3M | +8.0% | -3.7% | +11.7% | +9.0% |
| 6M | +9.7% | -2.0% | +11.8% | +10.2% |
| YTD | +26.9% | -12.3% | +39.2% | +31.1% |
| 1Y | +20.9% | -10.1% | +31.0% | +23.9% |
| 3Y | +5.3% | -25.3% | +30.6% | +12.4% |
| 5Y | +21.4% | -1.9% | +23.3% | +18.2% |
| 10Y | +105.7% | -47.8% | +153.5% | +126.5% |
| All | +507.3% | +173.6% | +333.7% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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