-34.2%
TSLL vs MDLZ
+9.3%
-43.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.8% | +7.4% |
| 7D | -21.2% | +1.7% | -22.9% | -19.7% |
| 30D | -13.3% | +11.2% | -24.5% | -2.0% |
| 3M | +15.4% | +6.1% | +9.2% | +22.7% |
| 6M | -34.2% | +8.6% | -42.8% | -25.0% |
| All | -34.2% | +9.3% | -43.5% | -25.0% |
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 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