+23.0%
MDLZ vs TFC
+1.3%
+21.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.3% |
| 7D | +2.3% | +2.3% | 0.0% | +2.0% |
| 30D | +7.9% | +10.8% | -2.9% | +6.6% |
| 3M | +7.3% | -3.8% | +11.0% | +7.7% |
| 6M | +11.7% | +9.6% | +2.1% | +10.4% |
| YTD | +28.7% | +5.8% | +23.0% | +27.5% |
| 1Y | +22.8% | +16.2% | +6.6% | +20.2% |
| 3Y | +6.6% | +96.0% | -89.4% | -4.1% |
| All | +23.0% | +1.3% | +21.8% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling