+5.4%
MDLZ vs TTMI
+433.5%
-428.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.3% | -12.6% | +1.4% |
| 7D | +0.1% | -1.6% | +1.7% | +0.2% |
| 30D | +10.0% | -37.7% | +47.7% | +8.0% |
| 3M | +7.1% | -45.1% | +52.2% | +4.8% |
| 6M | +9.8% | -52.1% | +61.9% | +7.5% |
| YTD | +26.6% | +9.2% | +17.5% | +26.6% |
| 1Y | +20.3% | +12.9% | +7.4% | +20.6% |
| 3Y | +5.4% | +445.5% | -440.1% | +9.2% |
| All | +5.4% | +433.5% | -428.1% | +9.2% |
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