+21.7%
MDLZ vs TMF
-22.9%
+44.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.4% |
| 30D | +11.2% | +19.7% | -8.6% | +8.5% |
| 3M | +6.1% | -2.1% | +8.2% | +5.7% |
| 6M | +8.6% | -13.4% | +22.0% | +9.7% |
| YTD | +25.8% | -16.7% | +42.6% | +28.7% |
| 1Y | +21.7% | -23.3% | +45.0% | +26.6% |
| All | +21.7% | -22.9% | +44.5% | +26.6% |
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