+502.4%
MDLZ vs TSN
+705.7%
-203.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +1.7% | +4.6% | -3.0% | +0.7% |
| 30D | +11.2% | +15.4% | -4.3% | +7.9% |
| 3M | +6.1% | +2.9% | +3.2% | +5.4% |
| 6M | +8.6% | -10.8% | +19.3% | +10.9% |
| YTD | +25.8% | +4.5% | +21.4% | +24.3% |
| 1Y | +21.7% | +19.5% | +2.2% | +16.7% |
| 3Y | +5.8% | +42.2% | -36.4% | -2.4% |
| 5Y | +21.4% | -14.2% | +35.6% | +22.9% |
| 10Y | +97.2% | +15.4% | +81.8% | +82.9% |
| All | +502.4% | +705.7% | -203.3% | +279.0% |
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