+22.2%
MDLZ vs TSEM
+311.6%
-289.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | +1.1% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | +10.0% | -33.4% | +43.4% | +8.5% |
| 3M | +7.1% | -39.7% | +46.7% | +5.4% |
| 6M | +9.8% | -27.8% | +37.6% | +8.6% |
| YTD | +26.6% | +29.7% | -3.0% | +25.7% |
| 1Y | +20.3% | +81.1% | -60.8% | +19.8% |
| 3Y | +5.4% | +529.3% | -523.9% | +2.9% |
| 5Y | +22.2% | +315.0% | -292.7% | +20.9% |
| All | +22.2% | +311.6% | -289.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling