-35.1%
TLT vs MDLZ
+18.0%
-53.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.6% | +1.7% | -3.2% | -1.8% |
| 30D | -1.3% | +1.1% | -2.5% | -1.5% |
| 3M | -3.7% | -1.8% | -1.9% | -3.6% |
| 6M | -6.4% | +12.3% | -18.7% | -7.9% |
| YTD | -4.5% | +18.0% | -22.5% | -6.8% |
| 1Y | -5.9% | +3.8% | -9.7% | -6.6% |
| 3Y | -2.8% | -2.4% | -0.4% | -3.2% |
| 5Y | -35.1% | +18.4% | -53.5% | -35.9% |
| All | -35.1% | +18.0% | -53.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling