+22.2%
MDLZ vs TXT
+7.8%
+14.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.9% |
| 7D | +1.7% | -2.5% | +4.2% | +2.1% |
| 30D | +11.2% | +14.4% | -3.2% | +8.4% |
| 3M | +6.1% | -4.9% | +11.1% | +6.9% |
| 6M | +8.6% | -10.2% | +18.8% | +10.1% |
| YTD | +25.8% | -4.1% | +29.9% | +25.7% |
| 1Y | +21.7% | +4.0% | +17.7% | +19.6% |
| 3Y | +5.8% | +8.0% | -2.1% | +1.3% |
| All | +22.2% | +7.8% | +14.4% | +13.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling