+502.4%
MDLZ vs TECH
+990.2%
-487.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +11.2% | +0.3% | +10.8% | +11.1% |
| 3M | +6.1% | +1.3% | +4.8% | +5.9% |
| 6M | +8.6% | +54.0% | -45.4% | +0.8% |
| YTD | +25.8% | +24.3% | +1.6% | +19.8% |
| 1Y | +21.7% | +25.8% | -4.1% | +15.4% |
| 3Y | +5.8% | +26.0% | -20.2% | -2.6% |
| 5Y | +21.4% | -40.1% | +61.5% | +25.4% |
| 10Y | +97.2% | +210.6% | -113.4% | +45.5% |
| All | +502.4% | +990.2% | -487.8% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling