+79.0%
MDLZ vs TXT
+98.4%
-19.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -1.6% | -11.1% | +9.5% | +0.8% |
| 3M | +0.9% | -13.0% | +13.9% | +3.5% |
| 6M | +7.3% | -16.2% | +23.5% | +10.8% |
| YTD | +16.4% | -8.7% | +25.2% | +17.9% |
| 1Y | +3.0% | -3.8% | +6.7% | +2.9% |
| 3Y | -3.7% | +5.5% | -9.2% | -7.1% |
| 5Y | +15.6% | +12.3% | +3.3% | +8.2% |
| 10Y | +79.0% | +97.4% | -18.4% | +34.9% |
| All | +79.0% | +98.4% | -19.4% | +34.9% |
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