+578.6%
MDLZ vs TMF
-69.2%
+647.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +11.2% | +19.7% | -8.6% | +12.1% |
| 3M | +6.1% | -2.1% | +8.2% | +6.0% |
| 6M | +8.6% | -13.4% | +22.0% | +7.8% |
| YTD | +25.8% | -16.7% | +42.6% | +24.8% |
| 1Y | +21.7% | -23.3% | +45.0% | +20.2% |
| 3Y | +5.8% | -24.8% | +30.6% | +5.4% |
| 5Y | +21.4% | -88.0% | +109.5% | +5.2% |
| 10Y | +97.2% | -84.7% | +181.9% | +81.1% |
| All | +578.6% | -69.2% | +647.8% | +634.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling