+21.7%
MDLZ vs PCOR
-2.3%
+23.9%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | +1.7% | +22.7% | -21.1% | +1.4% |
| 30D | +11.2% | +37.5% | -26.3% | +11.1% |
| 3M | +6.1% | +35.2% | -29.1% | +6.2% |
| 6M | +8.6% | +42.2% | -33.7% | +7.9% |
| YTD | +25.8% | +3.6% | +22.3% | +24.9% |
| 1Y | +21.7% | -4.8% | +26.4% | +22.2% |
| All | +21.7% | -2.3% | +23.9% | +22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling