+81.7%
MDLZ vs TRV
+306.9%
-225.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.8% |
| 7D | +1.9% | +1.9% | 0.0% | +1.2% |
| 30D | +0.4% | +1.7% | -1.3% | -0.2% |
| 3M | -0.6% | +23.9% | -24.5% | -8.1% |
| 6M | +14.7% | +26.3% | -11.6% | +5.2% |
| YTD | +18.0% | +30.8% | -12.8% | +6.7% |
| 1Y | +4.1% | +36.3% | -32.2% | -7.4% |
| 3Y | -4.6% | +145.0% | -149.6% | -33.2% |
| 5Y | +18.4% | +163.9% | -145.5% | -21.1% |
| All | +81.7% | +306.9% | -225.2% | -0.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling