+92.2%
MDLZ vs TFC
+90.1%
+2.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +10.0% | +9.2% | +0.8% | +8.2% |
| 3M | +7.1% | -2.9% | +10.0% | +7.6% |
| 6M | +9.8% | +3.5% | +6.3% | +8.9% |
| YTD | +26.6% | +5.4% | +21.2% | +24.8% |
| 1Y | +20.3% | +17.3% | +3.0% | +16.1% |
| 3Y | +5.4% | +96.7% | -91.3% | -10.1% |
| 5Y | +22.2% | -1.1% | +23.3% | +19.2% |
| 10Y | +92.2% | +84.7% | +7.4% | +66.8% |
| All | +92.2% | +90.1% | +2.1% | +66.8% |
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