+586.8%
MDLZ vs TMF
-69.1%
+655.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +6.9% | +2.7% | +4.1% | +7.0% |
| 30D | +12.1% | +19.3% | -7.2% | +13.0% |
| 3M | +7.7% | -3.7% | +11.3% | +7.5% |
| 6M | +10.8% | -11.3% | +22.1% | +10.2% |
| YTD | +27.4% | -16.6% | +44.0% | +26.3% |
| 1Y | +23.5% | -21.1% | +44.6% | +22.2% |
| 3Y | +6.2% | -26.8% | +33.0% | +5.6% |
| 5Y | +22.9% | -88.0% | +110.9% | +6.5% |
| 10Y | +99.6% | -84.7% | +184.3% | +83.3% |
| All | +586.8% | -69.1% | +655.9% | +642.9% |
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