+502.4%
MDLZ vs PH
+4,326.5%
-3,824.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.9% |
| 7D | +1.7% | +2.0% | -0.3% | +1.1% |
| 30D | +11.2% | -3.7% | +14.9% | +11.8% |
| 3M | +6.1% | -14.0% | +20.2% | +9.5% |
| 6M | +8.6% | +2.1% | +6.4% | +7.1% |
| YTD | +25.8% | +5.1% | +20.8% | +22.9% |
| 1Y | +21.7% | +10.9% | +10.7% | +17.2% |
| 3Y | +5.8% | +132.9% | -127.1% | -17.1% |
| 5Y | +21.4% | +200.1% | -178.7% | -12.4% |
| 10Y | +97.2% | +783.8% | -686.6% | +2.7% |
| All | +502.4% | +4,326.5% | -3,824.1% | +110.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling