+81.7%
MDLZ vs TTWO
+406.5%
-324.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +1.9% | +0.4% | +1.5% | +1.8% |
| 30D | +0.4% | -11.3% | +11.7% | +1.8% |
| 3M | -0.6% | +1.6% | -2.2% | -1.1% |
| 6M | +14.7% | +2.1% | +12.6% | +13.8% |
| YTD | +18.0% | -15.8% | +33.8% | +19.9% |
| 1Y | +4.1% | -12.6% | +16.7% | +5.1% |
| 3Y | -4.6% | +48.2% | -52.8% | -11.9% |
| 5Y | +18.4% | +40.0% | -21.6% | +8.0% |
| All | +81.7% | +406.5% | -324.8% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 10y: compounded portfolio wealth divided by compounded TTWO 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…
10y analysis · Full analysis span regression · 6 months rolling