+72.7%
MDLZ vs PDD
+210.2%
-137.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.7% | -4.1% | +2.3% | -1.6% |
| 30D | -2.1% | -9.6% | +7.5% | -1.9% |
| 3M | +1.3% | -4.3% | +5.6% | +1.4% |
| 6M | +6.2% | -18.8% | +25.0% | +6.6% |
| YTD | +15.8% | -27.5% | +43.3% | +16.6% |
| 1Y | +4.1% | -33.6% | +37.8% | +5.0% |
| 3Y | -4.1% | -20.4% | +16.3% | -4.5% |
| 5Y | +13.4% | -19.6% | +32.9% | +10.8% |
| All | +72.7% | +210.2% | -137.6% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling