+8,496.6%
TSM vs MDLZ
+453.0%
+8,043.6%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.1% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +4.5% | -1.6% | +6.1% | +5.0% |
| 3M | +3.1% | +0.9% | +2.2% | +1.4% |
| 6M | +30.2% | +7.3% | +22.9% | +24.4% |
| YTD | +45.2% | +16.4% | +28.8% | +33.6% |
| 1Y | +79.6% | +3.0% | +76.6% | +73.3% |
| 3Y | +411.0% | -3.7% | +414.7% | +391.1% |
| 5Y | +290.7% | +15.6% | +275.1% | +239.1% |
| 10Y | +1,753.6% | +79.0% | +1,674.6% | +1,165.8% |
| All | +8,496.6% | +453.0% | +8,043.6% | +2,850.0% |
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