+18.4%
MDLZ vs TDY
+34.3%
-15.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +1.7% | -1.9% | +3.5% | +2.0% |
| 30D | +1.1% | -12.5% | +13.6% | +3.3% |
| 3M | -1.8% | -0.8% | -1.0% | -2.2% |
| 6M | +12.3% | -9.0% | +21.3% | +13.6% |
| YTD | +18.0% | +16.8% | +1.2% | +13.2% |
| 1Y | +3.8% | +9.5% | -5.6% | +0.7% |
| 3Y | -2.4% | +45.4% | -47.8% | -12.6% |
| 5Y | +18.4% | +37.8% | -19.4% | +4.8% |
| All | +18.4% | +34.3% | -15.9% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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