+3.0%
MDLZ vs TEM
-20.5%
+23.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | +0.2% |
| 30D | -1.6% | +23.5% | -25.1% | -0.7% |
| 3M | +0.9% | +32.3% | -31.4% | +2.3% |
| 6M | +7.3% | +23.0% | -15.7% | +8.9% |
| YTD | +16.4% | +8.9% | +7.6% | +17.4% |
| 1Y | +3.0% | -19.9% | +22.8% | +3.4% |
| All | +3.0% | -20.5% | +23.4% | +3.4% |
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