+17.6%
MDLZ vs TTWO
+33.4%
-15.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.3% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +1.4% | -16.7% | +18.2% | +2.4% |
| 3M | 0.0% | -0.4% | +0.5% | -0.1% |
| 6M | +9.1% | -1.6% | +10.8% | +9.0% |
| YTD | +17.9% | -17.5% | +35.5% | +19.3% |
| 1Y | +3.2% | -14.8% | +18.0% | +4.0% |
| 3Y | -2.5% | +47.9% | -50.4% | -7.4% |
| 5Y | +17.6% | +34.5% | -16.9% | +8.2% |
| All | +17.6% | +33.4% | -15.8% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling