+11.4%
MDLZ vs PCOR
-30.9%
+42.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.2% |
| 7D | -1.7% | -9.0% | +7.2% | -1.5% |
| 30D | -2.1% | +4.2% | -6.3% | -2.2% |
| 3M | +1.3% | +14.4% | -13.1% | +0.9% |
| 6M | +6.2% | +0.2% | +6.0% | +6.0% |
| YTD | +15.8% | -20.3% | +36.0% | +16.3% |
| 1Y | +4.1% | -16.1% | +20.3% | +4.3% |
| 3Y | -4.1% | -14.7% | +10.6% | -4.8% |
| 5Y | +13.4% | -43.2% | +56.5% | +9.4% |
| All | +11.4% | -30.9% | +42.4% | +8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling