+22.8%
MDLZ vs TRI
-17.3%
+40.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | +2.3% | -2.9% | +5.2% | +2.6% |
| 30D | +7.9% | +3.7% | +4.2% | +7.8% |
| 3M | +7.3% | +3.7% | +3.5% | +7.0% |
| 6M | +11.7% | +35.1% | -23.4% | +10.1% |
| YTD | +28.7% | -14.0% | +42.8% | +34.6% |
| 1Y | +22.8% | -19.0% | +41.7% | +32.0% |
| All | +22.8% | -17.3% | +40.1% | +32.0% |
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