-5.6%
TLT vs MDLZ
+22.7%
-28.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | +1.0% | +8.9% | -8.0% | +0.2% |
| 30D | +6.0% | +15.2% | -9.2% | +5.0% |
| 3M | -0.9% | +9.5% | -10.4% | -1.6% |
| 6M | -2.3% | +11.7% | -13.9% | -3.2% |
| YTD | -3.3% | +28.4% | -31.8% | -4.8% |
| 1Y | -5.6% | +24.4% | -30.0% | -6.7% |
| All | -5.6% | +22.7% | -28.3% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling