+106.1%
MDLZ vs TMF
-81.8%
+187.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.2% | +0.2% |
| 7D | -1.0% | -3.4% | +2.3% | -1.0% |
| 30D | +7.9% | +11.5% | -3.6% | +8.0% |
| 3M | +8.9% | -4.5% | +13.4% | +8.9% |
| 6M | +10.5% | -15.0% | +25.5% | +10.4% |
| YTD | +27.1% | -19.9% | +47.0% | +26.9% |
| 1Y | +20.9% | -26.6% | +47.5% | +20.6% |
| 3Y | +5.5% | -29.8% | +35.4% | +5.7% |
| 5Y | +22.2% | -88.2% | +110.4% | +9.3% |
| 10Y | +106.1% | -81.4% | +187.5% | +85.5% |
| All | +106.1% | -81.8% | +187.9% | +85.5% |
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