+454.2%
MDLZ vs TSN
+594.2%
-139.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -1.7% | -6.3% | +4.6% | -0.4% |
| 30D | -2.1% | -10.8% | +8.7% | +0.2% |
| 3M | +1.3% | -8.8% | +10.1% | +3.2% |
| 6M | +6.2% | -16.8% | +23.0% | +10.0% |
| YTD | +15.8% | -10.0% | +25.8% | +18.0% |
| 1Y | +4.1% | -5.3% | +9.4% | +4.8% |
| 3Y | -4.1% | +8.5% | -12.6% | -6.5% |
| 5Y | +13.4% | -22.9% | +36.3% | +17.4% |
| 10Y | +75.7% | -12.6% | +88.4% | +72.0% |
| All | +454.2% | +594.2% | -139.9% | +259.8% |
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