+87.9%
MDLZ vs TRU
+146.7%
-58.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | -6.5% | +6.4% | +1.1% |
| 30D | +1.4% | -2.5% | +3.9% | +1.8% |
| 3M | 0.0% | +10.4% | -10.3% | -2.0% |
| 6M | +9.1% | +1.6% | +7.5% | +8.2% |
| YTD | +17.9% | -9.7% | +27.6% | +18.9% |
| 1Y | +3.2% | -17.3% | +20.5% | +5.5% |
| 3Y | -2.5% | -1.8% | -0.7% | -7.3% |
| 5Y | +17.6% | -36.2% | +53.8% | +23.9% |
| 10Y | +87.9% | +143.2% | -55.3% | +28.5% |
| All | +87.9% | +146.7% | -58.7% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling