+454.2%
MDLZ vs PH
+4,542.6%
-4,088.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -3.1% | +1.3% | -1.0% |
| 30D | -2.1% | -3.2% | +1.1% | -1.5% |
| 3M | +1.3% | +10.6% | -9.3% | -1.5% |
| 6M | +6.2% | -2.1% | +8.3% | +6.0% |
| YTD | +15.8% | +10.2% | +5.6% | +12.2% |
| 1Y | +4.1% | +28.2% | -24.1% | -2.9% |
| 3Y | -4.1% | +134.9% | -139.0% | -24.9% |
| 5Y | +13.4% | +253.6% | -240.3% | -21.3% |
| 10Y | +75.7% | +804.7% | -729.0% | -8.7% |
| All | +454.2% | +4,542.6% | -4,088.3% | +91.9% |
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