+15.6%
MDLZ vs TE
-41.1%
+56.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.0% | -9.4% | +0.7% |
| 7D | 0.0% | +18.2% | -18.2% | +0.2% |
| 30D | -1.6% | -13.5% | +11.9% | -1.7% |
| 3M | +0.9% | -44.6% | +45.5% | +0.7% |
| 6M | +7.3% | -24.7% | +32.0% | +7.2% |
| YTD | +16.4% | -24.3% | +40.7% | +16.3% |
| 1Y | +3.0% | +155.6% | -152.6% | +2.4% |
| 3Y | -3.7% | -18.3% | +14.5% | -1.8% |
| 5Y | +15.6% | -41.3% | +56.9% | +16.5% |
| All | +15.6% | -41.1% | +56.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling