+8,425.3%
TSM vs MDLZ
+460.1%
+7,965.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.3% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | +1.4% | +2.6% | +3.3% |
| 3M | +2.0% | 0.0% | +2.0% | +0.7% |
| 6M | +25.5% | +9.1% | +16.4% | +19.1% |
| YTD | +44.0% | +17.9% | +26.1% | +31.8% |
| 1Y | +75.4% | +3.2% | +72.2% | +69.2% |
| 3Y | +406.7% | -2.5% | +409.2% | +384.6% |
| 5Y | +285.0% | +17.6% | +267.4% | +231.8% |
| 10Y | +1,815.4% | +87.9% | +1,727.4% | +1,178.1% |
| All | +8,425.3% | +460.1% | +7,965.2% | +2,810.6% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling