+131.2%
TLT vs MDLZ
+363.4%
-232.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.3% | -1.6% | +1.3% | -0.4% |
| 3M | -1.7% | +0.9% | -2.6% | -1.6% |
| 6M | -4.9% | +7.3% | -12.2% | -4.2% |
| YTD | -2.8% | +16.4% | -19.2% | -1.3% |
| 1Y | -4.2% | +3.0% | -7.2% | -3.8% |
| 3Y | -1.1% | -3.7% | +2.6% | -1.1% |
| 5Y | -33.7% | +15.6% | -49.3% | -32.0% |
| 10Y | -20.7% | +79.0% | -99.6% | -12.2% |
| All | +131.2% | +363.4% | -232.2% | +208.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling