+92.2%
MDLZ vs TMF
-83.0%
+175.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | +10.0% | +16.3% | -6.3% | +10.0% |
| 3M | +7.1% | -2.7% | +9.7% | +7.0% |
| 6M | +9.8% | -13.2% | +23.0% | +9.7% |
| YTD | +26.6% | -16.7% | +43.3% | +26.5% |
| 1Y | +20.3% | -22.7% | +43.1% | +20.1% |
| 3Y | +5.4% | -26.1% | +31.5% | +5.7% |
| 5Y | +22.2% | -88.4% | +110.6% | +9.2% |
| 10Y | +92.2% | -81.8% | +174.0% | +78.0% |
| All | +92.2% | -83.0% | +175.2% | +78.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling