+79.0%
MDLZ vs PBF
+354.3%
-275.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | 0.0% | +2.4% | -2.3% | -0.1% |
| 30D | -1.6% | +24.9% | -26.4% | -2.7% |
| 3M | +0.9% | +81.9% | -81.0% | -2.3% |
| 6M | +7.3% | +79.4% | -72.0% | +3.7% |
| YTD | +16.4% | +188.3% | -171.9% | +9.5% |
| 1Y | +3.0% | +177.3% | -174.3% | -3.3% |
| 3Y | -3.7% | +56.0% | -59.7% | -7.8% |
| 5Y | +15.6% | +804.0% | -788.4% | -4.4% |
| 10Y | +79.0% | +334.1% | -255.1% | +42.3% |
| All | +79.0% | +354.3% | -275.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling