+218.2%
MDLZ vs PBF
+303.9%
-85.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -1.7% | +4.3% | -6.0% | -2.0% |
| 30D | -2.1% | +22.0% | -24.1% | -3.3% |
| 3M | +1.3% | +74.5% | -73.2% | -2.3% |
| 6M | +6.2% | +67.7% | -61.5% | +2.2% |
| YTD | +15.8% | +179.2% | -163.4% | +7.7% |
| 1Y | +4.1% | +170.0% | -165.9% | -3.3% |
| 3Y | -4.1% | +66.4% | -70.5% | -9.5% |
| 5Y | +13.4% | +764.5% | -751.1% | -9.1% |
| 10Y | +75.7% | +358.5% | -282.8% | +29.9% |
| All | +218.2% | +303.9% | -85.7% | +131.3% |
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 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