+509.7%
MDLZ vs TPR
+4,499.8%
-3,990.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.8% |
| 7D | +6.9% | +13.9% | -7.0% | +4.9% |
| 30D | +12.1% | +14.9% | -2.8% | +9.8% |
| 3M | +7.7% | -15.4% | +23.1% | +9.7% |
| 6M | +10.8% | -4.5% | +15.3% | +10.6% |
| YTD | +27.4% | +6.0% | +21.4% | +24.8% |
| 1Y | +23.5% | +24.3% | -0.8% | +18.1% |
| 3Y | +6.2% | +412.8% | -406.6% | -19.9% |
| 5Y | +22.9% | +258.4% | -235.6% | -4.5% |
| 10Y | +99.6% | +396.8% | -297.2% | +34.1% |
| All | +509.7% | +4,499.8% | -3,990.1% | +201.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling