+87.9%
MDLZ vs TTMI
+1,044.1%
-956.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.5% |
| 7D | 0.0% | +7.5% | -7.5% | -0.5% |
| 30D | +1.4% | -4.5% | +5.9% | +1.6% |
| 3M | 0.0% | -28.5% | +28.6% | +1.6% |
| 6M | +9.1% | +28.4% | -19.2% | +4.5% |
| YTD | +17.9% | +80.1% | -62.1% | +8.7% |
| 1Y | +3.2% | +161.0% | -157.8% | -9.2% |
| 3Y | -2.5% | +862.4% | -864.9% | -29.5% |
| 5Y | +17.6% | +812.9% | -795.4% | -16.4% |
| 10Y | +87.9% | +1,094.7% | -1,006.8% | +27.4% |
| All | +87.9% | +1,044.1% | -956.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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