+248.0%
MDLZ vs PBF
+277.8%
-29.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.4% |
| 7D | +0.1% | -7.4% | +7.5% | +0.5% |
| 30D | +10.0% | -17.5% | +27.4% | +11.0% |
| 3M | +7.1% | +13.1% | -6.1% | +5.9% |
| 6M | +9.8% | +72.6% | -62.8% | +5.6% |
| YTD | +26.6% | +161.2% | -134.5% | +18.0% |
| 1Y | +20.3% | +93.3% | -73.0% | +14.1% |
| 3Y | +5.4% | +80.7% | -75.3% | -1.4% |
| 5Y | +22.2% | +396.1% | -373.9% | +2.7% |
| 10Y | +92.2% | +252.3% | -160.1% | +46.5% |
| All | +248.0% | +277.8% | -29.8% | +153.3% |
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