+506.2%
MDLZ vs TSN
+708.3%
-202.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.1% | +4.9% | -4.8% | -0.9% |
| 30D | +10.0% | +12.1% | -2.1% | +7.4% |
| 3M | +7.1% | +4.1% | +2.9% | +6.1% |
| 6M | +9.8% | -10.9% | +20.7% | +12.3% |
| YTD | +26.6% | +4.8% | +21.9% | +25.0% |
| 1Y | +20.3% | +17.6% | +2.7% | +15.8% |
| 3Y | +5.4% | +43.2% | -37.8% | -2.9% |
| 5Y | +22.2% | -13.9% | +36.1% | +23.6% |
| 10Y | +92.2% | +11.8% | +80.3% | +79.1% |
| All | +506.2% | +708.3% | -202.0% | +281.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling