+507.1%
MDLZ vs TD
+2,311.3%
-1,804.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +2.2% | -0.7% | +2.9% | +2.4% |
| 30D | +10.1% | +7.6% | +2.5% | +7.7% |
| 3M | +9.1% | +3.0% | +6.1% | +7.8% |
| 6M | +10.0% | +16.8% | -6.9% | +4.3% |
| YTD | +26.8% | +34.3% | -7.5% | +15.0% |
| 1Y | +22.5% | +56.0% | -33.5% | +5.9% |
| 3Y | +5.3% | +132.4% | -127.1% | -20.5% |
| 5Y | +21.4% | +103.7% | -82.2% | -5.3% |
| 10Y | +102.0% | +299.2% | -197.1% | +24.5% |
| All | +507.1% | +2,311.3% | -1,804.1% | +150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling