-6.5%
TLT vs MDLZ
+3.7%
-10.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.6% | +1.7% | -3.2% | -1.7% |
| 30D | -1.3% | +1.1% | -2.5% | -1.4% |
| 3M | -3.7% | -1.8% | -1.9% | -3.6% |
| 6M | -6.4% | +12.3% | -18.7% | -7.3% |
| YTD | -4.5% | +18.0% | -22.5% | -5.6% |
| All | -6.5% | +3.7% | -10.2% | -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