+22.3%
MDLZ vs TSN
+11.8%
+10.5%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +0.1% | +4.9% | -4.8% | -1.3% |
| 30D | +10.0% | +12.1% | -2.1% | +6.5% |
| 3M | +7.1% | +4.1% | +2.9% | +5.6% |
| 6M | +9.8% | -10.9% | +20.7% | +12.2% |
| YTD | +26.6% | +4.8% | +21.9% | +24.4% |
| All | +22.3% | +11.8% | +10.5% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling