+509.7%
MDLZ vs PCAR
+3,543.0%
-3,033.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.5% |
| 7D | +6.9% | +2.2% | +4.7% | +6.3% |
| 30D | +12.1% | -4.4% | +16.5% | +13.3% |
| 3M | +7.7% | -21.4% | +29.1% | +13.9% |
| 6M | +10.8% | -7.3% | +18.1% | +12.3% |
| YTD | +27.4% | -3.8% | +31.1% | +27.5% |
| 1Y | +23.5% | +6.3% | +17.2% | +20.6% |
| 3Y | +6.2% | +34.4% | -28.2% | -3.9% |
| 5Y | +22.9% | +109.2% | -86.3% | -1.3% |
| 10Y | +99.6% | +312.9% | -213.3% | +33.4% |
| All | +509.7% | +3,543.0% | -3,033.3% | +184.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling