+24.4%
MDLZ vs TEM
-11.1%
+35.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.3% |
| 7D | +8.9% | -1.3% | +10.2% | +8.8% |
| 30D | +15.2% | -9.5% | +24.7% | +15.0% |
| 3M | +9.5% | +60.7% | -51.2% | +12.6% |
| 6M | +11.7% | +35.5% | -23.8% | +14.2% |
| YTD | +28.4% | +28.0% | +0.4% | +30.8% |
| 1Y | +24.4% | -10.5% | +34.9% | +28.7% |
| All | +24.4% | -11.1% | +35.5% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling