+107.6%
MDLZ vs TD
+300.0%
-192.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +1.1% | +1.2% | +1.9% |
| 30D | +7.9% | +5.2% | +2.7% | +6.1% |
| 3M | +7.3% | +1.2% | +6.0% | +6.5% |
| 6M | +11.7% | +17.7% | -6.1% | +5.0% |
| YTD | +28.7% | +34.2% | -5.5% | +15.2% |
| 1Y | +22.8% | +55.4% | -32.7% | +4.2% |
| 3Y | +6.6% | +130.4% | -123.8% | -22.6% |
| 5Y | +23.2% | +101.8% | -78.6% | -6.9% |
| All | +107.6% | +300.0% | -192.5% | +4.6% |
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