+79.0%
MDLZ vs TRMB
+114.9%
-35.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.6% | -1.2% | -0.3% | -1.4% |
| 3M | +0.9% | +9.6% | -8.7% | -0.8% |
| 6M | +7.3% | -16.1% | +23.5% | +10.0% |
| YTD | +16.4% | -25.0% | +41.4% | +21.3% |
| 1Y | +3.0% | -27.7% | +30.6% | +7.7% |
| 3Y | -3.7% | +15.3% | -19.0% | -9.9% |
| 5Y | +15.6% | -37.4% | +53.0% | +21.0% |
| 10Y | +79.0% | +117.5% | -38.5% | +30.3% |
| All | +79.0% | +114.9% | -35.9% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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