+111.3%
MDLZ vs TRU
+243.2%
-131.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | 0.0% |
| 30D | +8.2% | +20.2% | -11.9% | +4.2% |
| 3M | +8.0% | +2.2% | +5.7% | +7.1% |
| 6M | +9.7% | +17.6% | -7.8% | +5.6% |
| YTD | +26.9% | -5.0% | +31.8% | +26.3% |
| 1Y | +20.9% | -1.0% | +21.9% | +19.3% |
| 3Y | +5.3% | +56.5% | -51.2% | -10.8% |
| 5Y | +21.4% | -26.2% | +47.6% | +22.3% |
| 10Y | +105.7% | +184.5% | -78.8% | +27.9% |
| All | +111.3% | +243.2% | -131.9% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling