+107.6%
MDLZ vs PCAR
+288.5%
-181.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.4% |
| 7D | +2.3% | +4.9% | -2.6% | +0.9% |
| 30D | +7.9% | -1.4% | +9.4% | +8.3% |
| 3M | +7.3% | -18.1% | +25.4% | +13.1% |
| 6M | +11.7% | -4.0% | +15.7% | +12.2% |
| YTD | +28.7% | -1.5% | +30.2% | +27.7% |
| 1Y | +22.8% | +13.2% | +9.6% | +16.8% |
| 3Y | +6.6% | +35.8% | -29.2% | -7.4% |
| 5Y | +23.2% | +114.6% | -91.5% | -11.0% |
| All | +107.6% | +288.5% | -181.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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