-4.6%
MDLZ vs TDG
+50.2%
-54.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.2% |
| 30D | +1.4% | -8.0% | +9.4% | +2.2% |
| 3M | 0.0% | -10.5% | +10.5% | +0.9% |
| 6M | +9.1% | -11.9% | +21.1% | +10.1% |
| YTD | +17.9% | -15.4% | +33.3% | +19.1% |
| 1Y | +3.2% | -14.2% | +17.4% | +4.1% |
| All | -4.6% | +50.2% | -54.8% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling