+8.6%
MDLZ vs TEM
+49.6%
-41.1%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.0% | -9.2% | -0.7% |
| 7D | +1.7% | +5.3% | -3.6% | +2.0% |
| 30D | +11.2% | +8.1% | +3.1% | +11.9% |
| 3M | +6.1% | +64.9% | -58.8% | +9.2% |
| 6M | +8.6% | +42.1% | -33.6% | +11.0% |
| All | +8.6% | +49.6% | -41.1% | +11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling