+81.8%
MDLZ vs PBR
+703.7%
-621.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.1% | -0.2% |
| 7D | +1.7% | +4.2% | -2.6% | +1.1% |
| 30D | +1.1% | +22.7% | -21.6% | -1.4% |
| 3M | -1.8% | +21.5% | -23.4% | -4.3% |
| 6M | +12.3% | +24.0% | -11.7% | +9.0% |
| YTD | +18.0% | +88.2% | -70.2% | +8.7% |
| 1Y | +3.8% | +74.8% | -71.0% | -3.6% |
| 3Y | -2.4% | +105.1% | -107.5% | -12.3% |
| 5Y | +18.4% | +572.2% | -553.8% | -12.5% |
| All | +81.8% | +703.7% | -621.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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