+519.7%
MDLZ vs TNA
+781.2%
-261.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.0% |
| 3M | +7.3% | -26.7% | +33.9% | +11.0% |
| 6M | +11.7% | -12.8% | +24.5% | +12.3% |
| YTD | +28.7% | +22.7% | +6.1% | +22.7% |
| 1Y | +22.8% | +35.7% | -12.9% | +15.2% |
| 3Y | +6.6% | +134.6% | -128.0% | -13.2% |
| 5Y | +23.2% | -46.0% | +69.2% | +15.7% |
| 10Y | +108.7% | +38.0% | +70.7% | +43.0% |
| All | +519.7% | +781.2% | -261.5% | +147.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling