+4.1%
MDLZ vs TMF
-15.2%
+19.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.3% |
| 7D | -1.7% | -1.4% | -0.3% | -1.6% |
| 30D | -2.1% | -2.8% | +0.7% | -1.9% |
| 3M | +1.3% | -10.9% | +12.2% | +2.6% |
| 6M | +6.2% | -21.3% | +27.5% | +9.6% |
| YTD | +15.8% | -15.9% | +31.7% | +18.5% |
| 1Y | +4.1% | -15.7% | +19.9% | +9.1% |
| All | +4.1% | -15.2% | +19.4% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling