+18.4%
MDLZ vs TSCO
-9.4%
+27.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +1.7% | -3.1% | +4.8% | +2.2% |
| 30D | +1.1% | -4.4% | +5.5% | +1.9% |
| 3M | -1.8% | +9.7% | -11.5% | -3.7% |
| 6M | +12.3% | -32.4% | +44.7% | +20.8% |
| YTD | +18.0% | -31.7% | +49.7% | +26.5% |
| 1Y | +3.8% | -41.3% | +45.1% | +14.4% |
| 3Y | -2.4% | -18.3% | +15.9% | -0.7% |
| 5Y | +18.4% | -10.3% | +28.7% | +17.9% |
| All | +18.4% | -9.4% | +27.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 5y: compounded portfolio wealth divided by compounded TSCO 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…
5y analysis · Full analysis span regression · 6 months rolling