+35.8%
MDLZ vs TE
-49.8%
+85.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +1.3% |
| 7D | 0.0% | +15.0% | -15.0% | +0.1% |
| 30D | +1.4% | -7.5% | +9.0% | +1.4% |
| 3M | 0.0% | -42.0% | +42.0% | -0.2% |
| 6M | +9.1% | -31.4% | +40.6% | +9.0% |
| YTD | +17.9% | -26.5% | +44.4% | +17.8% |
| 1Y | +3.2% | +153.1% | -149.9% | +2.9% |
| 3Y | -2.5% | -20.7% | +18.2% | -1.0% |
| 5Y | +17.6% | -45.4% | +63.0% | +20.1% |
| All | +35.8% | -49.8% | +85.6% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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