+454.2%
MDLZ vs TGT
+667.0%
-212.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.3% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -2.1% | +12.2% | -14.3% | -4.4% |
| 3M | +1.3% | +33.8% | -32.5% | -4.5% |
| 6M | +6.2% | +39.3% | -33.1% | -0.8% |
| YTD | +15.8% | +72.9% | -57.1% | +3.3% |
| 1Y | +4.1% | +84.6% | -80.4% | -8.5% |
| 3Y | -4.1% | +46.2% | -50.3% | -14.5% |
| 5Y | +13.4% | -21.3% | +34.7% | +12.6% |
| 10Y | +75.7% | +213.5% | -137.8% | +25.4% |
| All | +454.2% | +667.0% | -212.7% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling