+15.6%
MDLZ vs TTMI
+840.7%
-825.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | +0.6% |
| 7D | 0.0% | +12.2% | -12.1% | 0.0% |
| 30D | -1.6% | -5.7% | +4.2% | -1.5% |
| 3M | +0.9% | -27.5% | +28.4% | +1.4% |
| 6M | +7.3% | +47.1% | -39.8% | +5.2% |
| YTD | +16.4% | +87.5% | -71.0% | +13.0% |
| 1Y | +3.0% | +175.2% | -172.3% | -1.9% |
| 3Y | -3.7% | +901.9% | -905.7% | -18.5% |
| 5Y | +15.6% | +843.5% | -827.9% | -2.4% |
| All | +15.6% | +840.7% | -825.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling