+87.9%
MDLZ vs TSEM
+1,283.8%
-1,195.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | 0.0% | +4.7% | -4.8% | -0.2% |
| 30D | +1.4% | -14.2% | +15.7% | +1.9% |
| 3M | 0.0% | -5.0% | +5.1% | -0.6% |
| 6M | +9.1% | +87.6% | -78.4% | +2.9% |
| YTD | +17.9% | +84.4% | -66.5% | +11.0% |
| 1Y | +3.2% | +235.4% | -232.2% | -7.4% |
| 3Y | -2.5% | +668.0% | -670.5% | -20.7% |
| 5Y | +17.6% | +644.7% | -627.2% | -6.2% |
| 10Y | +87.9% | +1,326.7% | -1,238.7% | +20.9% |
| All | +87.9% | +1,283.8% | -1,195.9% | +20.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling