+20.9%
MDLZ vs PCAR
+12.2%
+8.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | 0.0% |
| 7D | -1.0% | +2.2% | -3.2% | -1.3% |
| 30D | +7.9% | +0.3% | +7.6% | +7.8% |
| 3M | +8.9% | -17.9% | +26.8% | +10.2% |
| 6M | +10.5% | -3.4% | +13.9% | +10.0% |
| YTD | +27.1% | -0.1% | +27.2% | +24.8% |
| 1Y | +20.9% | +13.4% | +7.5% | +14.3% |
| All | +20.9% | +12.2% | +8.8% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling