+331.1%
MDLZ vs TRI
+581.4%
-250.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.1% |
| 7D | -1.0% | -7.2% | +6.2% | +1.0% |
| 30D | +7.9% | +4.4% | +3.6% | +6.4% |
| 3M | +8.9% | +4.5% | +4.4% | +6.8% |
| 6M | +10.5% | +23.7% | -13.2% | +1.9% |
| YTD | +27.1% | -14.4% | +41.5% | +28.6% |
| 1Y | +20.9% | -17.4% | +38.3% | +23.6% |
| 3Y | +5.5% | -11.0% | +16.5% | +3.7% |
| 5Y | +22.2% | +0.7% | +21.6% | +14.4% |
| 10Y | +106.1% | +224.0% | -117.9% | +33.6% |
| All | +331.1% | +581.4% | -250.3% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling