+17.6%
MDLZ vs PBR
+566.8%
-549.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.3% |
| 7D | 0.0% | +0.3% | -0.4% | -0.1% |
| 30D | +1.4% | +17.5% | -16.1% | +0.5% |
| 3M | 0.0% | +20.9% | -20.9% | -1.1% |
| 6M | +9.1% | +20.2% | -11.1% | +7.8% |
| YTD | +17.9% | +84.3% | -66.3% | +13.6% |
| 1Y | +3.2% | +77.1% | -73.9% | -0.3% |
| 3Y | -2.5% | +100.8% | -103.3% | -7.0% |
| 5Y | +17.6% | +556.1% | -538.5% | +3.2% |
| All | +17.6% | +566.8% | -549.2% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling