+22.9%
MDLZ vs PCAR
+108.5%
-85.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +6.9% | +2.2% | +4.7% | +6.4% |
| 30D | +12.1% | -4.4% | +16.5% | +13.0% |
| 3M | +7.7% | -21.4% | +29.1% | +12.4% |
| 6M | +10.8% | -7.3% | +18.1% | +11.8% |
| YTD | +27.4% | -3.8% | +31.1% | +27.1% |
| 1Y | +23.5% | +6.3% | +17.2% | +20.6% |
| 3Y | +6.2% | +34.4% | -28.2% | -5.8% |
| 5Y | +22.9% | +109.2% | -86.3% | -10.5% |
| All | +22.9% | +108.5% | -85.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling