+107.6%
MDLZ vs TMF
-82.1%
+189.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.5% |
| 7D | +2.3% | -9.3% | +11.6% | +2.3% |
| 30D | +7.9% | +1.9% | +6.0% | +8.0% |
| 3M | +7.3% | -11.2% | +18.5% | +7.2% |
| 6M | +11.7% | -17.7% | +29.4% | +11.5% |
| YTD | +28.7% | -24.5% | +53.2% | +28.5% |
| 1Y | +22.8% | -29.4% | +52.2% | +22.5% |
| 3Y | +6.6% | -33.4% | +40.0% | +6.8% |
| 5Y | +23.2% | -88.7% | +111.9% | +10.3% |
| All | +107.6% | -82.1% | +189.6% | +85.7% |
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