+21.1%
MDLZ vs PCOR
-10.3%
+31.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | +22.7% | -21.1% | +1.0% |
| 30D | +11.2% | +37.5% | -26.3% | +10.2% |
| 3M | +6.1% | +35.2% | -29.1% | +5.2% |
| 6M | +8.6% | +42.2% | -33.7% | +7.3% |
| YTD | +25.8% | +3.6% | +22.3% | +25.4% |
| 1Y | +21.7% | -4.8% | +26.4% | +21.6% |
| 3Y | +5.8% | +48.3% | -42.5% | +2.6% |
| 5Y | +21.4% | -20.1% | +41.5% | +16.3% |
| All | +21.1% | -10.3% | +31.4% | +16.6% |
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