+420.9%
TTD vs MDLZ
+101.7%
+319.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.7% |
| 7D | +21.3% | +2.3% | +19.0% | +20.2% |
| 30D | +28.7% | +7.9% | +20.8% | +24.5% |
| 3M | +7.7% | +7.3% | +0.4% | +4.3% |
| 6M | -23.5% | +11.7% | -35.2% | -27.3% |
| YTD | -58.7% | +28.7% | -87.4% | -63.5% |
| 1Y | -63.4% | +22.8% | -86.2% | -67.0% |
| 3Y | -75.3% | +6.6% | -81.9% | -77.0% |
| 5Y | -84.4% | +23.2% | -107.5% | -86.8% |
| 10Y | +516.1% | +108.7% | +407.4% | +312.9% |
| All | +420.9% | +101.7% | +319.2% | +242.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling