+111.7%
MDLZ vs TRU
+247.4%
-135.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +7.9% | +24.3% | -16.3% | +3.2% |
| 3M | +8.9% | +2.3% | +6.6% | +8.0% |
| 6M | +10.5% | +17.7% | -7.2% | +6.3% |
| YTD | +27.1% | -3.8% | +30.9% | +26.3% |
| 1Y | +20.9% | -0.3% | +21.2% | +19.1% |
| 3Y | +5.5% | +58.4% | -52.9% | -10.9% |
| 5Y | +22.2% | -24.0% | +46.2% | +22.1% |
| 10Y | +106.1% | +187.9% | -81.8% | +27.8% |
| All | +111.7% | +247.4% | -135.6% | +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