+18.3%
MDLZ vs TDG
+125.6%
-107.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | 0.0% | -2.4% | +2.4% | +0.3% |
| 30D | +1.4% | -8.0% | +9.4% | +2.8% |
| 3M | 0.0% | -10.5% | +10.5% | +1.6% |
| 6M | +9.1% | -11.9% | +21.1% | +11.0% |
| YTD | +17.9% | -15.4% | +33.3% | +20.4% |
| 1Y | +3.2% | -14.2% | +17.4% | +5.0% |
| 3Y | -2.5% | +51.0% | -53.5% | -13.6% |
| All | +18.3% | +125.6% | -107.3% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling