+92.0%
MDLZ vs TENB
+22.6%
+69.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | +2.3% | -3.3% | +5.6% | +2.5% |
| 30D | +7.9% | +6.9% | +1.0% | +7.3% |
| 3M | +7.3% | +1.8% | +5.4% | +6.7% |
| 6M | +11.7% | +98.1% | -86.4% | +5.5% |
| YTD | +28.7% | +73.2% | -44.5% | +22.4% |
| 1Y | +22.8% | +50.7% | -27.9% | +18.1% |
| 3Y | +6.6% | +9.3% | -2.7% | +4.3% |
| 5Y | +23.2% | -25.1% | +48.3% | +21.7% |
| All | +92.0% | +22.6% | +69.4% | +62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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