+365.8%
TTD vs MDLZ
+82.4%
+283.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.6% | -3.4% | -3.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +1.6% | -1.6% | +3.2% | +2.3% |
| 3M | -27.8% | +0.9% | -28.7% | -28.2% |
| 6M | -52.1% | +7.3% | -59.5% | -53.7% |
| YTD | -63.1% | +16.4% | -79.5% | -65.9% |
| 1Y | -73.1% | +3.0% | -76.0% | -73.7% |
| 3Y | -83.3% | -3.7% | -79.6% | -83.7% |
| 5Y | -80.6% | +15.6% | -96.2% | -83.2% |
| All | +365.8% | +82.4% | +283.3% | +219.8% |
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