-7.0%
TLT vs MDLZ
+22.7%
-29.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.1% | +2.3% | -5.4% | -3.3% |
| 30D | +1.0% | +7.9% | -6.9% | +0.4% |
| 3M | -2.7% | +7.3% | -10.0% | -3.4% |
| 6M | -4.1% | +11.7% | -15.8% | -5.0% |
| YTD | -5.4% | +28.7% | -34.1% | -6.7% |
| 1Y | -7.0% | +22.8% | -29.8% | -8.0% |
| All | -7.0% | +22.7% | -29.7% | -8.0% |
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