+79.0%
MDLZ vs TECH
+178.6%
-99.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | 0.0% | +0.2% | -0.1% | 0.0% |
| 30D | -1.6% | +0.1% | -1.7% | -1.6% |
| 3M | +0.9% | +37.5% | -36.6% | -3.6% |
| 6M | +7.3% | +34.6% | -27.2% | +1.9% |
| YTD | +16.4% | +23.5% | -7.0% | +11.7% |
| 1Y | +3.0% | +34.4% | -31.4% | -2.9% |
| 3Y | -3.7% | +2.3% | -6.0% | -7.4% |
| 5Y | +15.6% | -41.7% | +57.3% | +22.5% |
| 10Y | +79.0% | +177.6% | -98.7% | +29.0% |
| All | +79.0% | +178.6% | -99.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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