+106.1%
MDLZ vs TRGP
+826.3%
-720.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | -1.0% | +2.4% | -3.4% | -1.2% |
| 30D | +7.9% | +0.8% | +7.1% | +7.8% |
| 3M | +8.9% | +10.4% | -1.4% | +7.9% |
| 6M | +10.5% | +16.3% | -5.8% | +8.9% |
| YTD | +27.1% | +61.1% | -34.0% | +21.9% |
| 1Y | +20.9% | +71.6% | -50.7% | +15.3% |
| 3Y | +5.5% | +267.5% | -261.9% | -6.7% |
| 5Y | +22.2% | +488.1% | -465.9% | +2.9% |
| 10Y | +106.1% | +803.8% | -697.6% | +66.0% |
| All | +106.1% | +826.3% | -720.2% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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