+106.1%
MDLZ vs PBF
+261.5%
-155.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.6% | 0.0% |
| 7D | -1.0% | -4.0% | +3.0% | -0.8% |
| 30D | +7.9% | -18.0% | +25.9% | +8.8% |
| 3M | +8.9% | +0.9% | +8.0% | +8.6% |
| 6M | +10.5% | +65.7% | -55.2% | +7.2% |
| YTD | +27.1% | +161.9% | -134.7% | +19.8% |
| 1Y | +20.9% | +77.8% | -56.9% | +16.2% |
| 3Y | +5.5% | +74.9% | -69.3% | 0.0% |
| 5Y | +22.2% | +423.4% | -401.1% | +5.0% |
| 10Y | +106.1% | +255.2% | -149.0% | +63.1% |
| All | +106.1% | +261.5% | -155.4% | +63.1% |
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