+454.2%
MDLZ vs TAP
+180.1%
+274.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -2.3% | +0.6% | -1.1% |
| 30D | -2.1% | -2.1% | 0.0% | -1.5% |
| 3M | +1.3% | +6.6% | -5.3% | -0.6% |
| 6M | +6.2% | -11.5% | +17.7% | +9.7% |
| YTD | +15.8% | -10.3% | +26.1% | +19.0% |
| 1Y | +4.1% | -14.4% | +18.5% | +8.2% |
| 3Y | -4.1% | -28.3% | +24.2% | +3.7% |
| 5Y | +13.4% | +1.7% | +11.7% | +9.2% |
| 10Y | +75.7% | -49.2% | +125.0% | +95.4% |
| All | +454.2% | +180.1% | +274.2% | +300.8% |
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