+541.7%
TER vs MDLZ
+511.4%
+30.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.0% |
| 7D | +14.4% | +2.3% | +12.1% | +13.2% |
| 30D | -30.6% | +7.9% | -38.5% | -33.5% |
| 3M | -39.2% | +7.3% | -46.4% | -41.8% |
| 6M | -31.3% | +11.7% | -43.0% | -37.0% |
| YTD | +29.1% | +28.7% | +0.3% | +8.9% |
| 1Y | +47.4% | +22.8% | +24.7% | +27.4% |
| 3Y | +191.2% | +6.6% | +184.6% | +158.9% |
| 5Y | +74.0% | +23.2% | +50.8% | +40.8% |
| 10Y | +1,005.1% | +108.7% | +896.4% | +554.6% |
| All | +541.7% | +511.4% | +30.3% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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