+22.2%
MDLZ vs TD
+105.4%
-83.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.3% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +10.0% | +7.9% | +2.0% | +8.2% |
| 3M | +7.1% | +3.1% | +3.9% | +6.2% |
| 6M | +9.8% | +17.2% | -7.4% | +5.4% |
| YTD | +26.6% | +34.7% | -8.1% | +17.1% |
| 1Y | +20.3% | +56.9% | -36.6% | +6.8% |
| 3Y | +5.4% | +134.7% | -129.3% | -17.0% |
| 5Y | +22.2% | +104.8% | -82.6% | +0.9% |
| All | +22.2% | +105.4% | -83.2% | +0.9% |
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 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