-5.8%
MDLZ vs TROW
+14.6%
-20.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -1.6% | -4.0% | +2.5% | -1.3% |
| 3M | +0.9% | +5.0% | -4.1% | +0.4% |
| 6M | +7.3% | +24.3% | -17.0% | +5.2% |
| YTD | +16.4% | +9.8% | +6.7% | +15.2% |
| 1Y | +3.0% | +6.4% | -3.5% | +2.1% |
| All | -5.8% | +14.6% | -20.4% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 3y: compounded portfolio wealth divided by compounded TROW 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…
3y analysis · Full analysis span regression · 6 months rolling