+454.2%
MDLZ vs TTMI
+1,347.0%
-892.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.1% | -0.8% |
| 7D | -1.7% | +5.9% | -7.6% | -2.1% |
| 30D | -2.1% | -4.3% | +2.2% | -2.0% |
| 3M | +1.3% | -32.0% | +33.4% | +3.0% |
| 6M | +6.2% | +19.5% | -13.3% | +3.1% |
| YTD | +15.8% | +82.0% | -66.2% | +8.7% |
| 1Y | +4.1% | +172.6% | -168.5% | -5.7% |
| 3Y | -4.1% | +744.7% | -748.7% | -21.7% |
| 5Y | +13.4% | +805.6% | -792.2% | -8.9% |
| 10Y | +75.7% | +1,057.6% | -981.9% | +35.8% |
| All | +454.2% | +1,347.0% | -892.8% | +284.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling