+454.2%
MDLZ vs TSCO
+21,764.0%
-21,309.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -2.1% | +5.5% | -7.6% | -2.9% |
| 3M | +1.3% | +20.0% | -18.6% | -1.7% |
| 6M | +6.2% | -29.8% | +36.0% | +11.8% |
| YTD | +15.8% | -28.7% | +44.4% | +21.5% |
| 1Y | +4.1% | -40.9% | +45.0% | +12.5% |
| 3Y | -4.1% | -15.9% | +11.8% | -2.9% |
| 5Y | +13.4% | -3.5% | +16.8% | +11.2% |
| 10Y | +75.7% | +142.2% | -66.5% | +46.2% |
| All | +454.2% | +21,764.0% | -21,309.8% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling