+334.0%
MDLZ vs TRGP
+2,231.3%
-1,897.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -1.7% | +0.8% | -2.5% | -1.8% |
| 30D | -2.1% | +11.5% | -13.6% | -3.2% |
| 3M | +1.3% | +9.0% | -7.7% | +0.4% |
| 6M | +6.2% | +20.5% | -14.3% | +4.2% |
| YTD | +15.8% | +59.5% | -43.7% | +10.6% |
| 1Y | +4.1% | +77.9% | -73.8% | -1.7% |
| 3Y | -4.1% | +253.6% | -257.7% | -16.2% |
| 5Y | +13.4% | +615.5% | -602.1% | -8.4% |
| 10Y | +75.7% | +897.1% | -821.4% | +27.5% |
| All | +334.0% | +2,231.3% | -1,897.3% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling