+506.2%
MDLZ vs TSEM
-20.7%
+526.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.2% | +0.2% |
| 7D | +0.1% | -2.0% | +2.0% | +0.1% |
| 30D | +10.0% | -33.4% | +43.4% | +11.5% |
| 3M | +7.1% | -39.7% | +46.7% | +8.8% |
| 6M | +9.8% | -27.8% | +37.6% | +9.7% |
| YTD | +26.6% | +29.7% | -3.0% | +22.2% |
| 1Y | +20.3% | +81.1% | -60.8% | +14.0% |
| 3Y | +5.4% | +529.3% | -523.9% | -7.6% |
| 5Y | +22.2% | +315.0% | -292.7% | +8.8% |
| 10Y | +92.2% | +865.7% | -773.5% | +60.7% |
| All | +506.2% | -20.7% | +526.9% | +432.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling