+107.6%
MDLZ vs PBR
+585.8%
-478.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +1.3% |
| 7D | +2.3% | -1.0% | +3.3% | +2.4% |
| 30D | +7.9% | -29.3% | +37.2% | +12.1% |
| 3M | +7.3% | +5.5% | +1.7% | +6.1% |
| 6M | +11.7% | -2.9% | +14.6% | +11.4% |
| YTD | +28.7% | +61.5% | -32.7% | +20.5% |
| 1Y | +22.8% | +46.9% | -24.1% | +16.2% |
| 3Y | +6.6% | +66.4% | -59.8% | -1.8% |
| 5Y | +23.2% | +460.3% | -437.1% | -6.2% |
| All | +107.6% | +585.8% | -478.2% | +44.5% |
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