+0.3%
MDLZ vs TEM
+60.7%
-60.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | +0.1% |
| 30D | -1.6% | +23.5% | -25.1% | -1.3% |
| 3M | +0.9% | +32.3% | -31.4% | +1.3% |
| 6M | +7.3% | +23.0% | -15.7% | +7.8% |
| YTD | +16.4% | +8.9% | +7.6% | +16.8% |
| 1Y | +3.0% | -19.9% | +22.8% | +3.2% |
| All | +0.3% | +60.7% | -60.5% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling