+1,779.8%
TSM vs MDLZ
+86.5%
+1,693.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.3% | +1.2% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | +1.0% | +0.4% | +0.5% | +0.8% |
| 3M | +2.9% | -0.6% | +3.5% | +2.4% |
| 6M | +22.8% | +14.7% | +8.1% | +16.8% |
| YTD | +43.3% | +18.0% | +25.3% | +34.7% |
| 1Y | +69.2% | +4.1% | +65.1% | +64.9% |
| 3Y | +404.5% | -4.6% | +409.1% | +394.7% |
| 5Y | +282.2% | +18.4% | +263.8% | +233.3% |
| All | +1,779.8% | +86.5% | +1,693.2% | +1,255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling