+15.6%
MDLZ vs TD
+123.5%
-107.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | 0.0% | +0.9% | -0.8% | -0.2% |
| 30D | -1.6% | -0.7% | -0.9% | -1.5% |
| 3M | +0.9% | +6.3% | -5.4% | -0.8% |
| 6M | +7.3% | +27.9% | -20.6% | +0.7% |
| YTD | +16.4% | +29.8% | -13.4% | +8.7% |
| 1Y | +3.0% | +63.7% | -60.7% | -9.5% |
| 3Y | -3.7% | +128.3% | -132.1% | -23.5% |
| 5Y | +15.6% | +125.5% | -109.9% | -2.6% |
| All | +15.6% | +123.5% | -107.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling