+41.9%
TMUS vs MDLZ
+17.0%
+24.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -2.9% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | +0.1% | +1.4% | -1.4% | -0.5% |
| 3M | -0.6% | 0.0% | -0.6% | -0.8% |
| 6M | -17.5% | +9.1% | -26.7% | -20.6% |
| YTD | -11.3% | +17.9% | -29.2% | -17.3% |
| 1Y | -25.4% | +3.2% | -28.6% | -26.7% |
| 3Y | +35.5% | -2.5% | +38.0% | +33.5% |
| 5Y | +41.9% | +17.6% | +24.3% | +17.0% |
| All | +41.9% | +17.0% | +24.9% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling