+818.0%
TER vs MDLZ
+449.8%
+368.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.3% | +5.8% | +5.6% |
| 7D | +0.6% | -1.7% | +2.4% | +1.4% |
| 30D | -8.3% | -2.1% | -6.2% | -7.6% |
| 3M | -12.2% | +1.3% | -13.5% | -14.9% |
| 6M | +17.1% | +6.2% | +10.9% | +10.0% |
| YTD | +84.7% | +15.8% | +68.9% | +65.2% |
| 1Y | +199.9% | +4.1% | +195.8% | +180.8% |
| 3Y | +232.8% | -4.1% | +236.9% | +212.5% |
| 5Y | +198.6% | +13.4% | +185.2% | +152.8% |
| 10Y | +1,669.7% | +75.7% | +1,594.0% | +1,048.9% |
| All | +818.0% | +449.8% | +368.2% | +169.7% |
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