+81.8%
MDLZ vs TKO
+985.8%
-904.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +1.7% | +0.1% | +1.5% | +1.6% |
| 30D | +1.1% | -2.6% | +3.7% | +1.4% |
| 3M | -1.8% | -7.8% | +5.9% | -1.1% |
| 6M | +12.3% | -7.0% | +19.3% | +12.9% |
| YTD | +18.0% | -8.5% | +26.6% | +18.8% |
| 1Y | +3.8% | -1.3% | +5.1% | +3.4% |
| 3Y | -2.4% | +105.0% | -107.4% | -12.3% |
| 5Y | +18.4% | +292.9% | -274.5% | -4.0% |
| All | +81.8% | +985.8% | -904.0% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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