+23.6%
MDLZ vs PCOR
-10.0%
+33.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +19.7% | -16.2% | +2.9% |
| 7D | +8.9% | +21.8% | -12.9% | +8.2% |
| 30D | +15.2% | +39.5% | -24.3% | +14.1% |
| 3M | +9.5% | +35.2% | -25.7% | +8.5% |
| 6M | +11.7% | +21.7% | -10.1% | +10.7% |
| YTD | +28.4% | +3.9% | +24.5% | +28.0% |
| 1Y | +24.4% | +6.9% | +17.5% | +23.8% |
| 3Y | +7.1% | +44.8% | -37.7% | +4.0% |
| 5Y | +24.2% | -21.9% | +46.2% | +19.2% |
| All | +23.6% | -10.0% | +33.6% | +19.0% |
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