+502.4%
MDLZ vs PAAS
+1,347.4%
-845.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.3% |
| 7D | +1.7% | +8.4% | -6.7% | +1.3% |
| 30D | +11.2% | -7.2% | +18.4% | +11.5% |
| 3M | +6.1% | -14.0% | +20.2% | +6.7% |
| 6M | +8.6% | -26.8% | +35.3% | +9.7% |
| YTD | +25.8% | -19.8% | +45.6% | +26.2% |
| 1Y | +21.7% | +22.8% | -1.2% | +19.4% |
| 3Y | +5.8% | +183.6% | -177.8% | -1.5% |
| 5Y | +21.4% | +73.8% | -52.4% | +14.8% |
| 10Y | +97.2% | +185.6% | -88.3% | +78.3% |
| All | +502.4% | +1,347.4% | -845.0% | +448.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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