+20.9%
MDLZ vs TRGP
+75.3%
-54.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.3% |
| 7D | -0.4% | +9.0% | -9.4% | -0.7% |
| 30D | +8.2% | +1.5% | +6.7% | +7.9% |
| 3M | +8.0% | +10.7% | -2.7% | +6.8% |
| 6M | +9.7% | +17.1% | -7.4% | +7.7% |
| YTD | +26.9% | +63.6% | -36.7% | +16.9% |
| 1Y | +20.9% | +77.0% | -56.1% | +9.8% |
| All | +20.9% | +75.3% | -54.4% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling