+107.6%
MDLZ vs TNA
+33.3%
+74.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.6% |
| 7D | +2.3% | +3.7% | -1.4% | +1.8% |
| 30D | +7.9% | +4.4% | +3.6% | +7.1% |
| 3M | +7.3% | -26.7% | +33.9% | +10.5% |
| 6M | +11.7% | -12.8% | +24.5% | +12.2% |
| YTD | +28.7% | +22.7% | +6.1% | +23.3% |
| 1Y | +22.8% | +35.7% | -12.9% | +16.0% |
| 3Y | +6.6% | +134.6% | -128.0% | -12.0% |
| 5Y | +23.2% | -46.0% | +69.2% | +17.5% |
| All | +107.6% | +33.3% | +74.2% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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