+5.3%
MDLZ vs TXG
+76.2%
-70.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | -1.0% | -8.1% | +7.1% | -1.1% |
| 30D | +7.9% | -17.5% | +25.4% | +7.8% |
| 3M | +8.9% | +6.1% | +2.8% | +8.6% |
| 6M | +10.5% | +202.7% | -192.2% | +8.7% |
| YTD | +27.1% | +280.4% | -253.3% | +24.2% |
| 1Y | +20.9% | +274.0% | -253.1% | +18.1% |
| All | +5.3% | +76.2% | -70.9% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling