+48.2%
MDLZ vs TE
-80.5%
+128.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.5% | +1.4% |
| 7D | +2.3% | -19.1% | +21.4% | +2.1% |
| 30D | +7.9% | -34.1% | +42.1% | +7.5% |
| 3M | +7.3% | -60.1% | +67.4% | +6.3% |
| 6M | +11.7% | -66.0% | +77.6% | +10.5% |
| YTD | +28.7% | -71.4% | +100.2% | +27.4% |
| 1Y | +22.8% | -45.3% | +68.0% | +21.4% |
| 3Y | +6.6% | +9.1% | -2.6% | +5.2% |
| 5Y | +23.2% | -82.6% | +105.8% | +24.2% |
| All | +48.2% | -80.5% | +128.7% | +57.2% |
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