+23.0%
MDLZ vs PBF
+419.4%
-396.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +2.3% | +6.5% | -4.2% | +2.3% |
| 30D | +7.9% | -20.0% | +27.9% | +8.0% |
| 3M | +7.3% | -3.3% | +10.6% | +7.2% |
| 6M | +11.7% | +76.8% | -65.1% | +11.3% |
| YTD | +28.7% | +168.9% | -140.2% | +27.7% |
| 1Y | +22.8% | +96.4% | -73.6% | +22.0% |
| 3Y | +6.6% | +77.2% | -70.6% | +5.6% |
| All | +23.0% | +419.4% | -396.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling