+92.2%
MDLZ vs TT
+782.6%
-690.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.0% | -0.5% |
| 7D | +0.1% | +1.7% | -1.7% | -0.4% |
| 30D | +10.0% | -11.8% | +21.8% | +13.1% |
| 3M | +7.1% | -12.6% | +19.7% | +10.2% |
| 6M | +9.8% | -9.4% | +19.2% | +11.2% |
| YTD | +26.6% | +8.8% | +17.8% | +21.1% |
| 1Y | +20.3% | -2.5% | +22.9% | +18.7% |
| 3Y | +5.4% | +95.7% | -90.3% | -18.6% |
| 5Y | +22.2% | +135.7% | -113.5% | -13.8% |
| 10Y | +92.2% | +750.6% | -658.5% | -13.8% |
| All | +92.2% | +782.6% | -690.4% | -13.8% |
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