+17.6%
MDLZ vs TGT
-25.2%
+42.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.7% |
| 7D | 0.0% | -3.6% | +3.5% | +0.4% |
| 30D | +1.4% | +4.4% | -3.0% | +0.8% |
| 3M | 0.0% | +25.4% | -25.3% | -3.1% |
| 6M | +9.1% | +33.4% | -24.2% | +4.7% |
| YTD | +17.9% | +65.6% | -47.6% | +9.7% |
| 1Y | +3.2% | +80.3% | -77.1% | -5.2% |
| 3Y | -2.5% | +42.1% | -44.6% | -10.3% |
| 5Y | +17.6% | -25.0% | +42.6% | +21.2% |
| All | +17.6% | -25.2% | +42.7% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling