+3.2%
MDLZ vs TXG
+385.8%
-382.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.4% |
| 7D | 0.0% | +9.1% | -9.2% | +0.3% |
| 30D | +1.4% | +14.9% | -13.4% | +2.0% |
| 3M | 0.0% | +120.0% | -120.0% | +3.1% |
| 6M | +9.1% | +221.8% | -212.7% | +13.0% |
| YTD | +17.9% | +312.6% | -294.6% | +22.1% |
| 1Y | +3.2% | +398.4% | -395.2% | +6.8% |
| All | +3.2% | +385.8% | -382.6% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling