+15.6%
MDLZ vs TRMB
-37.5%
+53.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +0.7% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | -1.6% | -1.2% | -0.3% | -1.5% |
| 3M | +0.9% | +9.6% | -8.7% | -0.1% |
| 6M | +7.3% | -16.1% | +23.5% | +8.8% |
| YTD | +16.4% | -25.0% | +41.4% | +19.2% |
| 1Y | +3.0% | -27.7% | +30.6% | +5.7% |
| 3Y | -3.7% | +15.3% | -19.0% | -8.6% |
| 5Y | +15.6% | -37.4% | +53.0% | +17.7% |
| All | +15.6% | -37.5% | +53.2% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling