+5.8%
MDLZ vs TT
+89.7%
-83.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.2% |
| 7D | +1.7% | -2.0% | +3.7% | +1.7% |
| 30D | +11.2% | -14.0% | +25.2% | +11.5% |
| 3M | +6.1% | -15.9% | +22.0% | +6.6% |
| 6M | +8.6% | -17.3% | +25.9% | +9.1% |
| YTD | +25.8% | +4.0% | +21.9% | +23.3% |
| 1Y | +21.7% | -7.1% | +28.8% | +20.6% |
| 3Y | +5.8% | +90.2% | -84.4% | -6.3% |
| All | +5.8% | +89.7% | -83.9% | -6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling