+23.0%
MDLZ vs PH
+203.8%
-180.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +2.3% | +4.3% | -2.0% | +1.8% |
| 30D | +7.9% | +0.1% | +7.8% | +7.8% |
| 3M | +7.3% | -9.4% | +16.6% | +8.4% |
| 6M | +11.7% | +8.8% | +2.9% | +9.9% |
| YTD | +28.7% | +9.6% | +19.1% | +26.2% |
| 1Y | +22.8% | +14.4% | +8.3% | +19.5% |
| 3Y | +6.6% | +134.5% | -127.9% | -12.2% |
| All | +23.0% | +203.8% | -180.7% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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