+419.8%
TXN vs MDLZ
+86.5%
+333.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +3.8% |
| 7D | +4.0% | +1.9% | +2.1% | +3.1% |
| 30D | -2.9% | +0.4% | -3.3% | -3.2% |
| 3M | -9.1% | -0.6% | -8.5% | -9.8% |
| 6M | +36.6% | +14.7% | +21.9% | +26.1% |
| YTD | +57.5% | +18.0% | +39.5% | +42.4% |
| 1Y | +49.5% | +4.1% | +45.4% | +43.7% |
| 3Y | +76.5% | -4.6% | +81.1% | +73.1% |
| 5Y | +62.4% | +18.4% | +44.0% | +37.2% |
| All | +419.8% | +86.5% | +333.3% | +247.0% |
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 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