+502.4%
MDLZ vs TFC
+260.0%
+242.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -1.0% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | +11.2% | +8.3% | +2.8% | +9.4% |
| 3M | +6.1% | -5.2% | +11.3% | +7.2% |
| 6M | +8.6% | -0.8% | +9.3% | +8.5% |
| YTD | +25.8% | +3.4% | +22.4% | +24.4% |
| 1Y | +21.7% | +17.0% | +4.7% | +17.2% |
| 3Y | +5.8% | +86.2% | -80.4% | -9.3% |
| 5Y | +21.4% | -2.3% | +23.7% | +16.7% |
| 10Y | +97.2% | +93.9% | +3.3% | +53.5% |
| All | +502.4% | +260.0% | +242.3% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling