-75.3%
TTD vs MDLZ
+7.0%
-82.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.4% |
| 7D | +21.3% | +2.3% | +19.0% | +21.3% |
| 30D | +28.7% | +7.9% | +20.8% | +28.9% |
| 3M | +7.7% | +7.3% | +0.4% | +7.8% |
| 6M | -23.5% | +11.7% | -35.2% | -23.2% |
| YTD | -58.7% | +28.7% | -87.4% | -57.9% |
| 1Y | -63.4% | +22.8% | -86.2% | -62.8% |
| 3Y | -75.3% | +6.6% | -81.9% | -75.0% |
| All | -75.3% | +7.0% | -82.3% | -75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling