+74.8%
MDLZ vs TPR
+321.0%
-246.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | -2.1% | -23.0% | +20.9% | +0.7% |
| 3M | +1.3% | -12.5% | +13.8% | +2.5% |
| 6M | +6.2% | -21.4% | +27.6% | +8.6% |
| YTD | +15.8% | -3.5% | +19.3% | +15.2% |
| 1Y | +4.1% | +17.4% | -13.2% | +0.8% |
| 3Y | -4.1% | +291.3% | -295.3% | -22.9% |
| 5Y | +13.4% | +241.9% | -228.6% | -9.3% |
| All | +74.8% | +321.0% | -246.2% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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