+7,729.0%
TSM vs MDLZ
+511.4%
+7,217.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.2% |
| 7D | +6.2% | +2.3% | +3.9% | +5.3% |
| 30D | -7.3% | +7.9% | -15.2% | -10.4% |
| 3M | -7.1% | +7.3% | -14.4% | -10.3% |
| 6M | +0.2% | +11.7% | -11.5% | -5.9% |
| YTD | +32.2% | +28.7% | +3.5% | +16.3% |
| 1Y | +42.8% | +22.8% | +20.0% | +28.0% |
| 3Y | +330.4% | +6.6% | +323.8% | +296.2% |
| 5Y | +263.9% | +23.2% | +240.7% | +207.7% |
| 10Y | +1,580.2% | +108.7% | +1,471.5% | +970.1% |
| All | +7,729.0% | +511.4% | +7,217.6% | +2,467.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling