-21.2%
TMUS vs MDLZ
+22.7%
-43.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +1.1% |
| 7D | +7.5% | +8.9% | -1.4% | +2.6% |
| 30D | -3.3% | +15.2% | -18.5% | -9.8% |
| 3M | -9.7% | +9.5% | -19.2% | -13.8% |
| 6M | -17.2% | +11.7% | -28.9% | -22.0% |
| YTD | -20.3% | +28.4% | -48.8% | -27.9% |
| 1Y | -21.2% | +24.4% | -45.6% | -27.8% |
| All | -21.2% | +22.7% | -43.9% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling