+245.8%
MDLZ vs PBF
+265.5%
-19.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.7% | -13.8% | +15.4% | +2.5% |
| 30D | +11.2% | -19.6% | +30.8% | +12.4% |
| 3M | +6.1% | +10.3% | -4.1% | +5.2% |
| 6M | +8.6% | +63.4% | -54.9% | +4.8% |
| YTD | +25.8% | +152.6% | -126.8% | +17.5% |
| 1Y | +21.7% | +87.4% | -65.7% | +15.5% |
| 3Y | +5.8% | +63.3% | -57.4% | -0.4% |
| 5Y | +21.4% | +412.5% | -391.1% | +1.7% |
| 10Y | +97.2% | +282.5% | -185.3% | +48.3% |
| All | +245.8% | +265.5% | -19.6% | +152.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling