+81.8%
MDLZ vs TRI
+191.2%
-109.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +1.7% | -14.4% | +16.0% | +5.8% |
| 30D | +1.1% | -8.1% | +9.2% | +3.1% |
| 3M | -1.8% | +17.5% | -19.4% | -7.2% |
| 6M | +12.3% | -5.0% | +17.3% | +11.9% |
| YTD | +18.0% | -24.7% | +42.7% | +26.4% |
| 1Y | +3.8% | -41.5% | +45.3% | +22.1% |
| 3Y | -2.4% | -20.3% | +17.9% | -1.5% |
| 5Y | +18.4% | -10.9% | +29.3% | +12.1% |
| All | +81.8% | +191.2% | -109.4% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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