+454.2%
MDLZ vs TDY
+3,442.1%
-2,987.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.4% |
| 30D | -2.1% | -10.7% | +8.6% | +0.1% |
| 3M | +1.3% | -1.3% | +2.6% | +1.2% |
| 6M | +6.2% | -10.6% | +16.8% | +8.1% |
| YTD | +15.8% | +19.6% | -3.8% | +10.7% |
| 1Y | +4.1% | +11.6% | -7.5% | +0.8% |
| 3Y | -4.1% | +45.2% | -49.3% | -13.1% |
| 5Y | +13.4% | +36.1% | -22.7% | +3.2% |
| 10Y | +75.7% | +458.8% | -383.1% | +18.0% |
| All | +454.2% | +3,442.1% | -2,987.8% | +185.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling