+89.2%
MDLZ vs PDD
+192.6%
-103.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -0.4% | -7.6% | +7.3% | -0.2% |
| 30D | +8.2% | -5.4% | +13.6% | +8.4% |
| 3M | +8.0% | -12.9% | +20.9% | +8.3% |
| 6M | +9.7% | -19.0% | +28.8% | +10.2% |
| YTD | +26.9% | -31.6% | +58.5% | +27.9% |
| 1Y | +20.9% | -43.0% | +63.9% | +22.4% |
| 3Y | +5.3% | -28.9% | +34.2% | +5.2% |
| 5Y | +21.4% | -18.4% | +39.8% | +18.6% |
| All | +89.2% | +192.6% | -103.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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