+106.1%
MDLZ vs TXT
+98.8%
+7.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.8% |
| 30D | +7.9% | +13.4% | -5.5% | +5.0% |
| 3M | +8.9% | -2.5% | +11.5% | +9.2% |
| 6M | +10.5% | -6.2% | +16.7% | +11.3% |
| YTD | +27.1% | -1.3% | +28.5% | +26.4% |
| 1Y | +20.9% | +4.3% | +16.6% | +18.7% |
| 3Y | +5.5% | +13.2% | -7.7% | +0.2% |
| 5Y | +22.2% | +12.4% | +9.9% | +14.4% |
| 10Y | +106.1% | +94.8% | +11.3% | +56.3% |
| All | +106.1% | +98.8% | +7.3% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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