+17.6%
MDLZ vs TROW
-38.1%
+55.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | 0.0% | -1.5% | +1.5% | +0.2% |
| 30D | +1.4% | -5.3% | +6.7% | +2.3% |
| 3M | 0.0% | +2.9% | -2.9% | -0.6% |
| 6M | +9.1% | +22.2% | -13.1% | +5.4% |
| YTD | +17.9% | +8.1% | +9.9% | +16.0% |
| 1Y | +3.2% | +5.8% | -2.6% | +1.8% |
| 3Y | -2.5% | +14.0% | -16.5% | -6.6% |
| 5Y | +17.6% | -38.3% | +55.8% | +21.9% |
| All | +17.6% | -38.1% | +55.7% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling