+33.3%
MDLZ vs TXG
+16.0%
+17.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | -1.7% | +1.8% | -3.5% | -1.8% |
| 30D | -2.1% | +32.0% | -34.1% | -3.2% |
| 3M | +1.3% | +87.0% | -85.7% | -1.5% |
| 6M | +6.2% | +180.1% | -173.9% | +1.1% |
| YTD | +15.8% | +284.1% | -268.3% | +8.4% |
| 1Y | +4.1% | +361.7% | -357.6% | -3.9% |
| 3Y | -4.1% | +15.9% | -20.0% | -6.2% |
| 5Y | +13.4% | -66.2% | +79.5% | +14.5% |
| All | +33.3% | +16.0% | +17.3% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling