+423.4%
MDLZ vs TDG
+13,063.4%
-12,640.0%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +0.9% |
| 7D | 0.0% | -0.9% | +1.0% | +0.2% |
| 30D | -1.6% | -6.5% | +5.0% | -0.2% |
| 3M | +0.9% | -5.1% | +6.0% | +1.7% |
| 6M | +7.3% | -11.5% | +18.9% | +9.6% |
| YTD | +16.4% | -13.9% | +30.3% | +19.3% |
| 1Y | +3.0% | -11.5% | +14.4% | +4.7% |
| 3Y | -3.7% | +53.7% | -57.4% | -14.6% |
| 5Y | +15.6% | +135.5% | -119.9% | -8.2% |
| 10Y | +79.0% | +535.2% | -456.2% | +5.8% |
| All | +423.4% | +13,063.4% | -12,640.0% | +53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded TDG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling