+454.2%
MDLZ vs TKO
+3,477.9%
-3,023.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -1.7% | +0.7% | -2.5% | -1.8% |
| 30D | -2.1% | +1.6% | -3.7% | -2.3% |
| 3M | +1.3% | -7.8% | +9.1% | +2.2% |
| 6M | +6.2% | -13.3% | +19.5% | +7.8% |
| YTD | +15.8% | -10.3% | +26.1% | +16.9% |
| 1Y | +4.1% | -0.6% | +4.7% | +3.6% |
| 3Y | -4.1% | +88.5% | -92.6% | -13.3% |
| 5Y | +13.4% | +284.7% | -271.4% | -7.9% |
| 10Y | +75.7% | +905.7% | -830.0% | +20.5% |
| All | +454.2% | +3,477.9% | -3,023.6% | +179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling