+106.1%
MDLZ vs TTMI
+467.0%
-360.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.0% | -8.7% | -0.2% |
| 7D | -1.0% | +7.2% | -8.3% | -1.4% |
| 30D | +7.9% | -28.7% | +36.6% | +9.1% |
| 3M | +8.9% | -39.8% | +48.7% | +10.9% |
| 6M | +10.5% | -51.7% | +62.2% | +13.3% |
| YTD | +27.1% | +14.1% | +13.1% | +18.7% |
| 1Y | +20.9% | +16.0% | +5.0% | +12.1% |
| 3Y | +5.5% | +452.7% | -447.1% | -22.5% |
| 5Y | +22.2% | +451.5% | -429.3% | -12.7% |
| 10Y | +106.1% | +443.1% | -337.0% | +40.1% |
| All | +106.1% | +467.0% | -360.9% | +40.1% |
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