+24.4%
MDLZ vs TGT
+86.7%
-62.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.2% | +2.1% |
| 7D | +8.9% | +9.5% | -0.6% | +6.7% |
| 30D | +15.2% | +6.6% | +8.6% | +13.5% |
| 3M | +9.5% | +11.0% | -1.5% | +7.0% |
| 6M | +11.7% | +29.9% | -18.2% | +6.5% |
| YTD | +28.4% | +71.4% | -43.0% | +15.7% |
| 1Y | +24.4% | +88.6% | -64.2% | +8.9% |
| All | +24.4% | +86.7% | -62.3% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling