+454.2%
MDLZ vs PCAR
+4,247.1%
-3,792.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | -2.1% | -6.2% | +4.1% | -0.7% |
| 3M | +1.3% | +5.9% | -4.6% | -0.4% |
| 6M | +6.2% | +0.4% | +5.8% | +5.5% |
| YTD | +15.8% | +14.8% | +1.0% | +11.2% |
| 1Y | +4.1% | +30.1% | -26.0% | -3.2% |
| 3Y | -4.1% | +66.7% | -70.7% | -17.6% |
| 5Y | +13.4% | +166.1% | -152.8% | -14.1% |
| 10Y | +75.7% | +353.7% | -277.9% | +14.8% |
| All | +454.2% | +4,247.1% | -3,792.9% | +148.2% |
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 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