+454.2%
MDLZ vs TECH
+984.9%
-530.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 6M | +6.2% | +25.6% | -19.4% | +1.2% |
| YTD | +15.8% | +23.7% | -7.9% | +10.3% |
| 1Y | +4.1% | +37.6% | -33.5% | -3.0% |
| 3Y | -4.1% | -6.6% | +2.5% | -7.0% |
| 5Y | +13.4% | -42.2% | +55.6% | +17.8% |
| 10Y | +75.7% | +187.6% | -111.8% | +31.3% |
| All | +454.2% | +984.9% | -530.7% | +238.5% |
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