+81.7%
MDLZ vs TGT
+207.4%
-125.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +1.9% | -5.2% | +7.1% | +2.8% |
| 30D | +0.4% | +1.2% | -0.8% | +0.2% |
| 3M | -0.6% | +18.4% | -19.0% | -3.6% |
| 6M | +14.7% | +33.4% | -18.7% | +8.8% |
| YTD | +18.0% | +63.8% | -45.8% | +7.7% |
| 1Y | +4.1% | +77.2% | -73.0% | -6.4% |
| 3Y | -4.6% | +41.8% | -46.4% | -13.7% |
| 5Y | +18.4% | -25.5% | +43.9% | +20.1% |
| All | +81.7% | +207.4% | -125.7% | +39.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling