+454.2%
MDLZ vs TXT
+240.0%
+214.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -1.7% | -4.8% | +3.0% | -0.9% |
| 30D | -2.1% | -10.6% | +8.5% | -0.3% |
| 3M | +1.3% | -13.2% | +14.5% | +3.5% |
| 6M | +6.2% | -20.3% | +26.5% | +9.9% |
| YTD | +15.8% | -9.3% | +25.0% | +17.1% |
| 1Y | +4.1% | -2.7% | +6.8% | +4.0% |
| 3Y | -4.1% | +1.4% | -5.5% | -5.9% |
| 5Y | +13.4% | +9.6% | +3.8% | +8.6% |
| 10Y | +75.7% | +94.9% | -19.2% | +45.9% |
| All | +454.2% | +240.0% | +214.3% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling