+22.2%
MDLZ vs TEL
+47.3%
-25.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | +7.9% | +1.0% | +7.0% | +7.7% |
| 3M | +8.9% | +0.7% | +8.2% | +8.6% |
| 6M | +10.5% | +7.3% | +3.2% | +8.9% |
| YTD | +27.1% | -2.5% | +29.7% | +26.6% |
| 1Y | +20.9% | -10.3% | +31.2% | +21.8% |
| 3Y | +5.5% | +81.1% | -75.6% | -8.9% |
| 5Y | +22.2% | +45.3% | -23.0% | +9.5% |
| All | +22.2% | +47.3% | -25.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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