-3.7%
MDLZ vs TTMI
+857.4%
-861.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.7% |
| 7D | 0.0% | +12.2% | -12.1% | +0.5% |
| 30D | -1.6% | -5.7% | +4.2% | -1.7% |
| 3M | +0.9% | -27.5% | +28.4% | +0.6% |
| 6M | +7.3% | +47.1% | -39.8% | +8.0% |
| YTD | +16.4% | +87.5% | -71.0% | +18.0% |
| 1Y | +3.0% | +175.2% | -172.3% | +5.6% |
| 3Y | -3.7% | +901.9% | -905.7% | -3.6% |
| All | -3.7% | +857.4% | -861.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling