+21.4%
TMUS vs MDLZ
+7.0%
+14.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.2% |
| 7D | +4.9% | +2.3% | +2.6% | +3.9% |
| 30D | +7.7% | +7.9% | -0.2% | +4.6% |
| 3M | -6.8% | +7.3% | -14.0% | -9.3% |
| 6M | -9.7% | +11.7% | -21.4% | -13.5% |
| YTD | -15.0% | +28.7% | -43.7% | -22.0% |
| 1Y | -19.1% | +22.8% | -41.9% | -24.8% |
| 3Y | +21.4% | +6.6% | +14.8% | +14.9% |
| All | +21.4% | +7.0% | +14.4% | +14.9% |
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 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