+21.4%
MDLZ vs TRGP
+451.9%
-430.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | 0.0% |
| 7D | +2.2% | -5.8% | +8.0% | +2.5% |
| 30D | +10.1% | -1.5% | +11.6% | +10.1% |
| 3M | +9.1% | +6.1% | +3.0% | +8.4% |
| 6M | +10.0% | +14.4% | -4.4% | +8.5% |
| YTD | +26.8% | +55.3% | -28.5% | +22.1% |
| 1Y | +22.5% | +69.1% | -46.6% | +17.1% |
| 3Y | +5.3% | +254.3% | -249.0% | -9.7% |
| 5Y | +21.4% | +471.4% | -450.0% | -3.2% |
| All | +21.4% | +451.9% | -430.4% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling