+97.2%
TJX vs MDLZ
+17.7%
+79.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | +1.9% | -6.5% | -5.1% |
| 30D | -17.2% | +0.4% | -17.6% | -17.3% |
| 3M | -24.9% | -0.6% | -24.3% | -24.9% |
| 6M | -19.7% | +14.7% | -34.4% | -23.0% |
| YTD | -17.2% | +18.0% | -35.2% | -21.6% |
| 1Y | -9.4% | +4.1% | -13.5% | -11.0% |
| 3Y | +43.1% | -4.6% | +47.7% | +43.2% |
| All | +97.2% | +17.7% | +79.5% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling