+3.0%
MDLZ vs TSN
-3.0%
+5.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | 0.0% | -5.0% | +5.1% | +1.5% |
| 30D | -1.6% | -9.1% | +7.5% | +1.1% |
| 3M | +0.9% | -7.4% | +8.3% | +3.0% |
| 6M | +7.3% | -13.4% | +20.7% | +10.9% |
| YTD | +16.4% | -8.5% | +24.9% | +18.3% |
| 1Y | +3.0% | -3.2% | +6.1% | +4.4% |
| All | +3.0% | -3.0% | +5.9% | +4.4% |
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