+38.8%
TMUS vs MDLZ
-4.0%
+42.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.1% | -1.6% | +4.7% | +3.7% |
| 3M | +2.4% | +0.9% | +1.5% | +2.0% |
| 6M | -17.1% | +7.3% | -24.4% | -19.0% |
| YTD | -9.1% | +16.4% | -25.5% | -13.5% |
| 1Y | -23.6% | +3.0% | -26.6% | -24.6% |
| 3Y | +38.8% | -3.7% | +42.6% | +35.4% |
| All | +38.8% | -4.0% | +42.8% | +35.4% |
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