+3.8%
MDLZ vs TTMI
+151.8%
-148.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | 0.0% |
| 7D | +1.7% | +6.0% | -4.4% | +2.0% |
| 30D | +1.1% | -6.4% | +7.5% | +1.0% |
| 3M | -1.8% | -28.9% | +27.1% | -2.2% |
| 6M | +12.3% | +26.9% | -14.6% | +11.4% |
| YTD | +18.0% | +77.3% | -59.3% | +18.0% |
| 1Y | +3.8% | +147.5% | -143.7% | +7.8% |
| All | +3.8% | +151.8% | -148.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling