+485.3%
MDLZ vs TCOM
+2,870.5%
-2,385.2%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | +7.9% | +12.5% | -4.6% | +7.0% |
| 3M | +8.9% | -5.6% | +14.5% | +9.3% |
| 6M | +10.5% | -16.5% | +26.9% | +11.8% |
| YTD | +27.1% | -39.4% | +66.5% | +31.4% |
| 1Y | +20.9% | -41.0% | +61.9% | +25.2% |
| 3Y | +5.5% | +29.2% | -23.7% | +1.1% |
| 5Y | +22.2% | +41.6% | -19.4% | +13.1% |
| 10Y | +106.1% | +6.6% | +99.5% | +89.2% |
| All | +485.3% | +2,870.5% | -2,385.2% | +307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling