+78.1%
MDLZ vs TT
+912.5%
-834.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -2.1% | -7.2% | +5.1% | -0.2% |
| 3M | +1.3% | -3.0% | +4.3% | +1.4% |
| 6M | +6.2% | +1.4% | +4.8% | +4.6% |
| YTD | +15.8% | +15.9% | -0.1% | +9.4% |
| 1Y | +4.1% | +9.4% | -5.3% | -0.2% |
| 3Y | -4.1% | +124.4% | -128.5% | -29.1% |
| 5Y | +13.4% | +138.0% | -124.6% | -19.7% |
| All | +78.1% | +912.5% | -834.4% | -28.6% |
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