+81.7%
MDLZ vs TCOM
-9.8%
+91.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | +1.9% | -4.9% | +6.8% | +2.2% |
| 30D | +0.4% | -14.4% | +14.8% | +1.3% |
| 3M | -0.6% | -17.7% | +17.0% | +0.4% |
| 6M | +14.7% | -25.1% | +39.8% | +16.4% |
| YTD | +18.0% | -45.7% | +63.7% | +21.7% |
| 1Y | +4.1% | -47.9% | +52.0% | +7.6% |
| 3Y | -4.6% | +8.9% | -13.5% | -7.3% |
| 5Y | +18.4% | +26.9% | -8.5% | +11.2% |
| All | +81.7% | -9.8% | +91.5% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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