+24.4%
MDLZ vs TRV
+54.4%
-30.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.5% | 0.0% | +2.5% |
| 7D | +8.9% | +3.9% | +5.0% | +7.8% |
| 30D | +15.2% | +13.5% | +1.7% | +12.0% |
| 3M | +9.5% | +8.9% | +0.6% | +7.3% |
| 6M | +11.7% | +36.8% | -25.1% | +4.6% |
| YTD | +28.4% | +42.7% | -14.2% | +21.2% |
| 1Y | +24.4% | +49.9% | -25.4% | +13.8% |
| All | +24.4% | +54.4% | -30.0% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 TRV 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