+3.7%
MDLZ vs TRI
-42.0%
+45.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.1% | +1.4% |
| 7D | 0.0% | -8.4% | +8.3% | +0.5% |
| 30D | +1.4% | -6.5% | +7.9% | +1.9% |
| 3M | 0.0% | +18.6% | -18.6% | -0.9% |
| 6M | +9.1% | -10.4% | +19.6% | +8.4% |
| YTD | +17.9% | -23.7% | +41.6% | +22.3% |
| All | +3.7% | -42.0% | +45.7% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling