-5.8%
MDLZ vs TD
+126.5%
-132.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.6% |
| 7D | 0.0% | +0.9% | -0.8% | 0.0% |
| 30D | -1.6% | -0.7% | -0.9% | -1.5% |
| 3M | +0.9% | +6.3% | -5.4% | 0.0% |
| 6M | +7.3% | +27.9% | -20.6% | +3.5% |
| YTD | +16.4% | +29.8% | -13.4% | +11.9% |
| 1Y | +3.0% | +63.7% | -60.7% | -4.5% |
| All | -5.8% | +126.5% | -132.3% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling