+23.0%
MDLZ vs TPR
+230.3%
-207.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +7.9% | +15.1% | -7.2% | +6.8% |
| 3M | +7.3% | +3.5% | +3.7% | +6.9% |
| 6M | +11.7% | +0.4% | +11.2% | +11.1% |
| YTD | +28.7% | +4.6% | +24.1% | +27.3% |
| 1Y | +22.8% | +33.1% | -10.3% | +19.0% |
| 3Y | +6.6% | +396.0% | -389.4% | -12.4% |
| All | +23.0% | +230.3% | -207.2% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling