-3.7%
MDLZ vs TSEM
+668.6%
-672.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.5% |
| 7D | 0.0% | +10.4% | -10.4% | +0.5% |
| 30D | -1.6% | -12.9% | +11.4% | -2.2% |
| 3M | +0.9% | -9.2% | +10.1% | +0.9% |
| 6M | +7.3% | +98.8% | -91.4% | +8.9% |
| YTD | +16.4% | +87.2% | -70.8% | +18.2% |
| 1Y | +3.0% | +239.0% | -236.0% | +6.3% |
| 3Y | -3.7% | +679.5% | -683.2% | -8.2% |
| All | -3.7% | +668.6% | -672.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TSEM 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling