+17.6%
MDLZ vs TXG
-63.6%
+81.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.2% |
| 7D | 0.0% | +9.1% | -9.2% | -0.3% |
| 30D | +1.4% | +14.9% | -13.4% | +1.0% |
| 3M | 0.0% | +120.0% | -120.0% | -2.7% |
| 6M | +9.1% | +221.8% | -212.7% | +4.4% |
| YTD | +17.9% | +312.6% | -294.6% | +11.4% |
| 1Y | +3.2% | +398.4% | -395.2% | -3.7% |
| 3Y | -2.5% | +42.1% | -44.6% | -4.6% |
| 5Y | +17.6% | -63.5% | +81.0% | +10.6% |
| All | +17.6% | -63.6% | +81.2% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling