+22.2%
MDLZ vs PCAR
+101.4%
-79.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +11.2% | -4.6% | +15.7% | +12.2% |
| 3M | +6.1% | -22.6% | +28.7% | +11.1% |
| 6M | +8.6% | -12.0% | +20.5% | +10.6% |
| YTD | +25.8% | -6.1% | +31.9% | +26.2% |
| 1Y | +21.7% | +6.3% | +15.3% | +18.8% |
| 3Y | +5.8% | +31.8% | -26.0% | -5.9% |
| All | +22.2% | +101.4% | -79.2% | -11.2% |
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