+106.1%
MDLZ vs TFC
+81.3%
+24.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -1.0% | -1.2% | +0.2% | -0.8% |
| 30D | +7.9% | +7.8% | +0.2% | +6.4% |
| 3M | +8.9% | -3.0% | +11.9% | +9.4% |
| 6M | +10.5% | +5.8% | +4.7% | +9.1% |
| YTD | +27.1% | +5.3% | +21.9% | +25.3% |
| 1Y | +20.9% | +15.7% | +5.2% | +17.0% |
| 3Y | +5.5% | +94.8% | -89.3% | -9.9% |
| 5Y | +22.2% | 0.0% | +22.2% | +18.9% |
| 10Y | +106.1% | +79.0% | +27.1% | +72.1% |
| All | +106.1% | +81.3% | +24.8% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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