+292.6%
MDLZ vs TRI
+561.6%
-269.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.2% | +1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | -2.1% | +7.9% | -10.0% | -4.4% |
| 3M | +1.3% | +24.1% | -22.7% | -5.5% |
| 6M | +6.2% | +3.8% | +2.4% | +3.1% |
| YTD | +15.8% | -16.9% | +32.6% | +18.7% |
| 1Y | +4.1% | -38.4% | +42.5% | +17.0% |
| 3Y | -4.1% | -12.2% | +8.1% | -5.0% |
| 5Y | +13.4% | -1.8% | +15.1% | +7.3% |
| 10Y | +75.7% | +207.6% | -131.9% | +16.2% |
| All | +292.6% | +561.6% | -269.1% | +88.5% |
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 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