+22.9%
MDLZ vs PCOR
-22.6%
+45.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +6.9% | +23.7% | -16.8% | +6.2% |
| 30D | +12.1% | +39.0% | -26.9% | +11.0% |
| 3M | +7.7% | +35.8% | -28.1% | +6.7% |
| 6M | +10.8% | +38.2% | -27.5% | +9.6% |
| YTD | +27.4% | +3.9% | +23.4% | +26.9% |
| 1Y | +23.5% | +5.7% | +17.8% | +23.0% |
| 3Y | +6.2% | +44.8% | -38.6% | +3.1% |
| 5Y | +22.9% | -19.8% | +42.7% | +15.1% |
| All | +22.9% | -22.6% | +45.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling