+502.4%
MDLZ vs TAP
+178.9%
+323.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.5% | +3.3% | +0.1% |
| 7D | +1.7% | +0.5% | +1.1% | +1.4% |
| 30D | +11.2% | +9.1% | +2.0% | +8.3% |
| 3M | +6.1% | -3.8% | +9.9% | +7.2% |
| 6M | +8.6% | -3.4% | +12.0% | +9.4% |
| YTD | +25.8% | -10.6% | +36.5% | +29.3% |
| 1Y | +21.7% | -4.4% | +26.1% | +22.4% |
| 3Y | +5.8% | -24.4% | +30.2% | +12.5% |
| 5Y | +21.4% | +2.1% | +19.3% | +16.8% |
| 10Y | +97.2% | -48.7% | +146.0% | +118.5% |
| All | +502.4% | +178.9% | +323.5% | +335.6% |
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