+509.7%
MDLZ vs TT
+3,820.1%
-3,310.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.1% |
| 7D | +6.9% | -9.0% | +15.8% | +9.0% |
| 30D | +12.1% | -17.6% | +29.7% | +16.7% |
| 3M | +7.7% | -18.7% | +26.3% | +12.3% |
| 6M | +10.8% | -17.4% | +28.2% | +14.5% |
| YTD | +27.4% | +1.5% | +25.8% | +24.9% |
| 1Y | +23.5% | -9.4% | +32.9% | +24.4% |
| 3Y | +6.2% | +85.1% | -78.9% | -11.3% |
| 5Y | +22.9% | +125.7% | -102.9% | -3.7% |
| 10Y | +99.6% | +757.3% | -657.7% | +13.0% |
| All | +509.7% | +3,820.1% | -3,310.4% | +124.2% |
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