+2,769.2%
TMO vs MDLZ
+460.3%
+2,308.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.6% | +1.9% | -2.5% | -1.5% |
| 30D | +1.1% | +0.4% | +0.7% | +0.9% |
| 3M | +28.3% | -0.6% | +29.0% | +28.2% |
| 6M | +23.3% | +14.7% | +8.5% | +14.9% |
| YTD | +5.5% | +18.0% | -12.5% | -3.4% |
| 1Y | +24.5% | +4.1% | +20.4% | +20.6% |
| 3Y | +19.6% | -4.6% | +24.1% | +19.0% |
| 5Y | +8.1% | +18.4% | -10.2% | -3.3% |
| 10Y | +336.7% | +88.0% | +248.7% | +209.4% |
| All | +2,769.2% | +460.3% | +2,308.9% | +1,066.6% |
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