+4.2%
MDLZ vs TPG
+74.1%
-69.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | +1.9% | -9.4% | +11.3% | +2.4% |
| 30D | +0.4% | -5.3% | +5.7% | +0.7% |
| 3M | -0.6% | +12.9% | -13.5% | -1.3% |
| 6M | +14.7% | +20.1% | -5.4% | +13.3% |
| YTD | +18.0% | -22.5% | +40.5% | +19.9% |
| 1Y | +4.1% | -19.7% | +23.8% | +5.3% |
| 3Y | -4.6% | +81.2% | -85.8% | -14.2% |
| All | +4.2% | +74.1% | -69.9% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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