+285.0%
TSM vs MDLZ
+17.0%
+268.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | +4.8% | 0.0% | +4.8% | +4.8% |
| 30D | +4.0% | +1.4% | +2.6% | +4.1% |
| 3M | +2.0% | 0.0% | +2.0% | +2.2% |
| 6M | +25.5% | +9.1% | +16.4% | +25.1% |
| YTD | +44.0% | +17.9% | +26.1% | +43.1% |
| 1Y | +75.4% | +3.2% | +72.2% | +75.5% |
| 3Y | +406.7% | -2.5% | +409.2% | +404.5% |
| 5Y | +285.0% | +17.6% | +267.4% | +249.6% |
| All | +285.0% | +17.0% | +268.0% | +249.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling