-0.9%
TLT vs MDLZ
-2.9%
+2.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.7% |
| 7D | -0.3% | 0.0% | -0.2% | -0.3% |
| 30D | 0.0% | +1.4% | -1.5% | -0.2% |
| 3M | -2.9% | 0.0% | -2.9% | -3.0% |
| 6M | -6.3% | +9.1% | -15.4% | -7.6% |
| YTD | -3.3% | +17.9% | -21.3% | -6.0% |
| 1Y | -4.2% | +3.2% | -7.4% | -4.8% |
| All | -0.9% | -2.9% | +2.0% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling