+87.9%
MDLZ vs TD
+295.5%
-207.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +1.4% | -1.6% | +3.0% | +1.9% |
| 3M | 0.0% | +4.6% | -4.6% | -1.9% |
| 6M | +9.1% | +26.8% | -17.7% | -0.2% |
| YTD | +17.9% | +28.3% | -10.4% | +7.3% |
| 1Y | +3.2% | +60.4% | -57.2% | -13.5% |
| 3Y | -2.5% | +125.7% | -128.2% | -29.0% |
| 5Y | +17.6% | +122.4% | -104.8% | -15.2% |
| 10Y | +87.9% | +297.1% | -209.1% | -3.9% |
| All | +87.9% | +295.5% | -207.5% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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