-72.0%
TTD vs MDLZ
+22.7%
-94.6%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | +2.5% |
| 7D | +3.7% | +8.9% | -5.2% | +2.7% |
| 30D | +10.4% | +15.2% | -4.8% | +8.9% |
| 3M | -31.6% | +9.5% | -41.1% | -32.2% |
| 6M | -45.1% | +11.7% | -56.8% | -45.6% |
| YTD | -65.1% | +28.4% | -93.6% | -64.8% |
| 1Y | -72.0% | +24.4% | -96.4% | -71.6% |
| All | -72.0% | +22.7% | -94.6% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 1y: compounded portfolio wealth divided by compounded MDLZ 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…
1y analysis · Full analysis span regression · 6 months rolling