+508.6%
MDLZ vs TT
+4,143.8%
-3,635.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | 0.0% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | +7.9% | -11.0% | +19.0% | +10.5% |
| 3M | +8.9% | -12.0% | +20.9% | +11.6% |
| 6M | +10.5% | -10.4% | +20.9% | +12.2% |
| YTD | +27.1% | +9.9% | +17.2% | +22.5% |
| 1Y | +20.9% | +1.5% | +19.5% | +18.7% |
| 3Y | +5.5% | +93.7% | -88.2% | -12.7% |
| 5Y | +22.2% | +139.2% | -117.0% | -5.4% |
| 10Y | +106.1% | +741.5% | -635.4% | +17.0% |
| All | +508.6% | +4,143.8% | -3,635.2% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling