+81.7%
MDLZ vs TDG
+547.7%
-466.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +1.9% | -1.9% | +3.8% | +2.2% |
| 30D | +0.4% | -7.7% | +8.1% | +1.9% |
| 3M | -0.6% | -9.3% | +8.7% | +1.0% |
| 6M | +14.7% | -9.4% | +24.1% | +16.3% |
| YTD | +18.0% | -14.3% | +32.2% | +20.5% |
| 1Y | +4.1% | -11.8% | +16.0% | +5.7% |
| 3Y | -4.6% | +52.0% | -56.5% | -14.1% |
| 5Y | +18.4% | +128.8% | -110.5% | -3.2% |
| All | +81.7% | +547.7% | -466.0% | +21.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling