+457.3%
MDLZ vs TNA
+1,004.3%
-547.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -2.1% | -4.9% | +2.8% | -1.5% |
| 3M | +1.3% | +0.4% | +0.9% | +0.7% |
| 6M | +6.2% | +32.5% | -26.3% | +1.2% |
| YTD | +15.8% | +53.7% | -37.9% | +7.7% |
| 1Y | +4.1% | +65.1% | -61.0% | -4.7% |
| 3Y | -4.1% | +98.4% | -102.5% | -19.6% |
| 5Y | +13.4% | -22.5% | +35.8% | +1.5% |
| 10Y | +75.7% | +82.5% | -6.8% | +16.2% |
| All | +457.3% | +1,004.3% | -547.0% | +117.3% |
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 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