+23.9%
MDLZ vs PCOR
-7.6%
+31.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.5% |
| 7D | +2.3% | +3.0% | -0.7% | +2.2% |
| 30D | +7.9% | +38.7% | -30.7% | +6.9% |
| 3M | +7.3% | +24.9% | -17.6% | +6.5% |
| 6M | +11.7% | +68.8% | -57.1% | +9.9% |
| YTD | +28.7% | +6.7% | +22.0% | +28.2% |
| 1Y | +22.8% | +3.0% | +19.8% | +22.4% |
| 3Y | +6.6% | +48.6% | -42.0% | +3.5% |
| 5Y | +23.2% | -12.7% | +35.9% | +17.7% |
| All | +23.9% | -7.6% | +31.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling