+506.2%
MDLZ vs TTMI
+767.9%
-261.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +13.3% | -12.6% | -0.1% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | +10.0% | -37.7% | +47.7% | +12.2% |
| 3M | +7.1% | -45.1% | +52.2% | +9.8% |
| 6M | +9.8% | -52.1% | +61.9% | +12.6% |
| YTD | +26.6% | +9.2% | +17.5% | +21.4% |
| 1Y | +20.3% | +12.9% | +7.4% | +14.7% |
| 3Y | +5.4% | +445.5% | -440.1% | -12.5% |
| 5Y | +22.2% | +427.9% | -405.7% | +0.6% |
| 10Y | +92.2% | +449.9% | -357.7% | +54.3% |
| All | +506.2% | +767.9% | -261.6% | +330.0% |
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