-9.7%
TMUS vs MDLZ
+12.1%
-21.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.7% |
| 7D | +4.9% | +2.3% | +2.6% | +3.2% |
| 30D | +7.7% | +7.9% | -0.2% | +2.3% |
| 3M | -6.8% | +7.3% | -14.0% | -11.3% |
| 6M | -9.7% | +11.7% | -21.4% | -17.5% |
| All | -9.7% | +12.1% | -21.8% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling