+454.2%
MDLZ vs TRMB
+1,818.4%
-1,364.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.8% | -0.1% |
| 7D | -1.7% | -2.5% | +0.8% | -1.4% |
| 30D | -2.1% | +1.5% | -3.6% | -2.3% |
| 3M | +1.3% | +6.8% | -5.5% | +0.4% |
| 6M | +6.2% | -14.9% | +21.1% | +8.0% |
| YTD | +15.8% | -24.1% | +39.9% | +19.3% |
| 1Y | +4.1% | -25.4% | +29.5% | +7.3% |
| 3Y | -4.1% | +8.0% | -12.1% | -7.2% |
| 5Y | +13.4% | -37.3% | +50.7% | +16.4% |
| 10Y | +75.7% | +116.8% | -41.1% | +50.4% |
| All | +454.2% | +1,818.4% | -1,364.1% | +278.7% |
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 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