+454.2%
MDLZ vs PBR
+1,591.1%
-1,136.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | -1.7% | +8.6% | -10.3% | -2.7% |
| 30D | -2.1% | +12.8% | -14.9% | -3.6% |
| 3M | +1.3% | +14.7% | -13.4% | -0.5% |
| 6M | +6.2% | +25.2% | -19.0% | +3.0% |
| YTD | +15.8% | +77.1% | -61.4% | +7.6% |
| 1Y | +4.1% | +69.6% | -65.4% | -2.8% |
| 3Y | -4.1% | +95.6% | -99.7% | -13.0% |
| 5Y | +13.4% | +501.8% | -488.4% | -12.9% |
| 10Y | +75.7% | +640.6% | -564.8% | +21.5% |
| All | +454.2% | +1,591.1% | -1,136.8% | +225.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling