+5.4%
MDLZ vs TE
-20.5%
+25.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +0.6% |
| 7D | +0.1% | -10.5% | +10.6% | -0.1% |
| 30D | +10.0% | -32.4% | +42.4% | +9.2% |
| 3M | +7.1% | -60.9% | +67.9% | +5.3% |
| 6M | +9.8% | -62.8% | +72.6% | +8.1% |
| YTD | +26.6% | -65.7% | +92.4% | +24.9% |
| 1Y | +20.3% | -39.9% | +60.2% | +19.3% |
| 3Y | +5.4% | +10.6% | -5.2% | +7.2% |
| All | +5.4% | -20.5% | +25.9% | +7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling