+19.6%
TMO vs MDLZ
-2.9%
+22.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | +1.9% | -2.5% | -1.1% |
| 30D | +1.1% | +0.4% | +0.7% | +1.0% |
| 3M | +28.3% | -0.6% | +29.0% | +28.3% |
| 6M | +23.3% | +14.7% | +8.5% | +18.0% |
| YTD | +5.5% | +18.0% | -12.5% | -0.5% |
| 1Y | +24.5% | +4.1% | +20.4% | +22.9% |
| 3Y | +19.6% | -4.6% | +24.1% | +21.2% |
| All | +19.6% | -2.9% | +22.5% | +21.2% |
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