+22.2%
MDLZ vs TTMI
+429.4%
-407.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.3% | -12.6% | +0.9% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +10.0% | -37.7% | +47.7% | +9.7% |
| 3M | +7.1% | -45.1% | +52.2% | +6.8% |
| 6M | +9.8% | -52.1% | +61.9% | +9.6% |
| YTD | +26.6% | +9.2% | +17.5% | +22.6% |
| 1Y | +20.3% | +12.9% | +7.4% | +16.2% |
| 3Y | +5.4% | +445.5% | -440.1% | -10.3% |
| 5Y | +22.2% | +427.9% | -405.7% | +0.2% |
| All | +22.2% | +429.4% | -407.2% | +0.2% |
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 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