+371.0%
MDLZ vs TEL
+759.2%
-388.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -0.4% | +5.6% | -5.9% | -1.8% |
| 30D | +8.2% | +0.9% | +7.3% | +7.7% |
| 3M | +8.0% | +2.1% | +5.9% | +6.8% |
| 6M | +9.7% | +2.7% | +7.0% | +7.7% |
| YTD | +26.9% | -3.2% | +30.1% | +25.5% |
| 1Y | +20.9% | -10.6% | +31.5% | +21.9% |
| 3Y | +5.3% | +79.8% | -74.5% | -14.7% |
| 5Y | +21.4% | +43.3% | -21.9% | +3.3% |
| 10Y | +105.7% | +287.5% | -181.8% | +25.0% |
| All | +371.0% | +759.2% | -388.2% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling