+3.2%
MDLZ vs TRU
-16.5%
+19.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | 0.0% | -6.5% | +6.4% | +0.7% |
| 30D | +1.4% | -2.5% | +3.9% | +1.7% |
| 3M | 0.0% | +10.4% | -10.3% | -0.8% |
| 6M | +9.1% | +1.6% | +7.5% | +8.6% |
| YTD | +17.9% | -9.7% | +27.6% | +19.4% |
| 1Y | +3.2% | -17.3% | +20.5% | +6.7% |
| All | +3.2% | -16.5% | +19.7% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling