+16.5%
MDLZ vs TECH
-42.5%
+59.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | -2.1% | +0.7% | -2.8% | -2.2% |
| 3M | +1.3% | +36.3% | -35.0% | -1.2% |
| 6M | +6.2% | +25.6% | -19.4% | +3.9% |
| YTD | +15.8% | +23.7% | -7.9% | +13.2% |
| 1Y | +4.1% | +37.6% | -33.5% | +0.4% |
| 3Y | -4.1% | -6.6% | +2.5% | -4.8% |
| All | +16.5% | -42.5% | +59.0% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling