-3.7%
MDLZ vs TRV
+138.2%
-141.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.8% |
| 7D | 0.0% | +0.5% | -0.4% | -0.1% |
| 30D | -1.6% | -4.9% | +3.3% | -0.5% |
| 3M | +0.9% | +23.7% | -22.9% | -3.9% |
| 6M | +7.3% | +20.3% | -13.0% | +2.7% |
| YTD | +16.4% | +27.1% | -10.6% | +10.0% |
| 1Y | +3.0% | +35.3% | -32.4% | -4.2% |
| 3Y | -3.7% | +139.8% | -143.5% | -23.1% |
| All | -3.7% | +138.2% | -141.9% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling