+22.2%
MDLZ vs PDD
-3.2%
+25.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.7% | +0.7% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +10.0% | -1.0% | +11.0% | +10.0% |
| 3M | +7.1% | -12.3% | +19.3% | +7.3% |
| 6M | +9.8% | -18.5% | +28.3% | +10.1% |
| YTD | +26.6% | -29.0% | +55.7% | +27.3% |
| 1Y | +20.3% | -40.7% | +61.0% | +21.3% |
| 3Y | +5.4% | -25.7% | +31.1% | +5.1% |
| 5Y | +22.2% | -3.3% | +25.5% | +20.6% |
| All | +22.2% | -3.2% | +25.4% | +20.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling