+35.9%
MDLZ vs TXG
+22.9%
+12.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +1.7% | +5.0% | -3.3% | +1.5% |
| 30D | +1.1% | +13.5% | -12.4% | +0.6% |
| 3M | -1.8% | +128.0% | -129.9% | -5.3% |
| 6M | +12.3% | +224.4% | -212.1% | +6.2% |
| YTD | +18.0% | +307.0% | -289.0% | +10.2% |
| 1Y | +3.8% | +427.2% | -423.4% | -4.7% |
| 3Y | -2.4% | +40.2% | -42.6% | -5.5% |
| 5Y | +18.4% | -64.0% | +82.4% | +19.3% |
| All | +35.9% | +22.9% | +12.9% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling