+84.4%
TSM vs MDLZ
+3.3%
+81.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.8% |
| 7D | +2.7% | -1.7% | +4.5% | +2.1% |
| 30D | +3.6% | -2.1% | +5.7% | +2.9% |
| 3M | -3.4% | +1.3% | -4.7% | -2.5% |
| 6M | +20.6% | +6.2% | +14.4% | +21.3% |
| YTD | +41.9% | +15.8% | +26.1% | +45.4% |
| 1Y | +84.4% | +4.1% | +80.2% | +82.3% |
| All | +84.4% | +3.3% | +81.1% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling