+4,074.9%
TJX vs MDLZ
+460.3%
+3,614.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.6% | +1.9% | -6.5% | -5.4% |
| 30D | -17.2% | +0.4% | -17.6% | -17.4% |
| 3M | -24.9% | -0.6% | -24.3% | -24.9% |
| 6M | -19.7% | +14.7% | -34.4% | -24.7% |
| YTD | -17.2% | +18.0% | -35.2% | -23.7% |
| 1Y | -9.4% | +4.1% | -13.5% | -12.0% |
| 3Y | +43.1% | -4.6% | +47.7% | +41.9% |
| 5Y | +96.7% | +18.4% | +78.3% | +74.8% |
| 10Y | +287.7% | +88.0% | +199.7% | +179.1% |
| All | +4,074.9% | +460.3% | +3,614.7% | +1,732.6% |
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