+506.2%
MDLZ vs TRMB
+1,663.9%
-1,157.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.5% |
| 7D | +0.1% | -17.0% | +17.0% | +2.1% |
| 30D | +10.0% | -9.0% | +19.0% | +10.9% |
| 3M | +7.1% | -8.1% | +15.2% | +7.8% |
| 6M | +9.8% | -10.1% | +19.9% | +10.6% |
| YTD | +26.6% | -30.2% | +56.9% | +31.3% |
| 1Y | +20.3% | -30.7% | +51.0% | +24.8% |
| 3Y | +5.4% | +32.6% | -27.2% | -1.0% |
| 5Y | +22.2% | -38.1% | +60.4% | +25.2% |
| 10Y | +92.2% | +98.9% | -6.7% | +65.7% |
| All | +506.2% | +1,663.9% | -1,157.6% | +317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling