+22.2%
MDLZ vs TT
+129.2%
-107.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.5% |
| 7D | +1.7% | -2.0% | +3.7% | +1.9% |
| 30D | +11.2% | -14.0% | +25.2% | +13.3% |
| 3M | +6.1% | -15.9% | +22.0% | +8.5% |
| 6M | +8.6% | -17.3% | +25.9% | +10.9% |
| YTD | +25.8% | +4.0% | +21.9% | +22.5% |
| 1Y | +21.7% | -7.1% | +28.8% | +21.1% |
| 3Y | +5.8% | +90.2% | -84.4% | -13.4% |
| All | +22.2% | +129.2% | -107.1% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling