+15.6%
MDLZ vs TCOM
+26.3%
-10.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | 0.0% | -7.6% | +7.7% | +0.2% |
| 30D | -1.6% | -12.2% | +10.7% | -1.3% |
| 3M | +0.9% | -14.2% | +15.1% | +1.2% |
| 6M | +7.3% | -25.0% | +32.3% | +8.0% |
| YTD | +16.4% | -43.7% | +60.1% | +17.8% |
| 1Y | +3.0% | -44.5% | +47.5% | +4.2% |
| 3Y | -3.7% | +13.4% | -17.1% | -5.3% |
| 5Y | +15.6% | +26.5% | -10.9% | +10.5% |
| All | +15.6% | +26.3% | -10.7% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling