+17.6%
MDLZ vs TNA
-22.1%
+39.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.2% |
| 30D | +1.4% | -10.1% | +11.5% | +2.1% |
| 3M | 0.0% | +2.7% | -2.7% | -0.4% |
| 6M | +9.1% | +38.4% | -29.3% | +6.0% |
| YTD | +17.9% | +45.4% | -27.5% | +13.8% |
| 1Y | +3.2% | +55.9% | -52.7% | -1.3% |
| 3Y | -2.5% | +109.8% | -112.3% | -12.8% |
| 5Y | +17.6% | -22.5% | +40.1% | +8.7% |
| All | +17.6% | -22.1% | +39.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling