+23.0%
MDLZ vs TRMB
-36.0%
+59.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +2.3% | +2.8% | -0.5% | +2.1% |
| 30D | +7.9% | -5.9% | +13.8% | +8.1% |
| 3M | +7.3% | -3.3% | +10.6% | +7.1% |
| 6M | +11.7% | +1.3% | +10.3% | +10.9% |
| YTD | +28.7% | -29.0% | +57.7% | +31.9% |
| 1Y | +22.8% | -27.8% | +50.5% | +25.5% |
| 3Y | +6.6% | +36.3% | -29.7% | -2.5% |
| All | +23.0% | -36.0% | +59.1% | +21.7% |
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