+107.6%
MDLZ vs TT
+725.1%
-617.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.8% |
| 7D | +2.3% | +4.0% | -1.7% | +1.3% |
| 30D | +7.9% | -11.3% | +19.3% | +10.8% |
| 3M | +7.3% | -12.3% | +19.5% | +10.3% |
| 6M | +11.7% | -10.8% | +22.5% | +13.6% |
| YTD | +28.7% | +8.2% | +20.6% | +23.2% |
| 1Y | +22.8% | +1.5% | +21.3% | +19.6% |
| 3Y | +6.6% | +91.5% | -84.9% | -17.3% |
| 5Y | +23.2% | +130.2% | -107.0% | -12.6% |
| All | +107.6% | +725.1% | -617.5% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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