+5.3%
MDLZ vs TCOM
+32.5%
-27.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.2% | +6.5% | -4.3% | +2.1% |
| 30D | +10.1% | +13.3% | -3.2% | +9.9% |
| 3M | +9.1% | -6.5% | +15.6% | +9.1% |
| 6M | +10.0% | -16.3% | +26.3% | +9.9% |
| YTD | +26.8% | -38.7% | +65.5% | +26.8% |
| 1Y | +22.5% | -40.1% | +62.6% | +22.5% |
| 3Y | +5.3% | +30.6% | -25.3% | +3.1% |
| All | +5.3% | +32.5% | -27.2% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling