+15.6%
MDLZ vs PHM
+152.9%
-137.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | 0.0% | -2.5% | +2.5% | +0.5% |
| 30D | -1.6% | -9.7% | +8.1% | +0.2% |
| 3M | +0.9% | +2.2% | -1.3% | +0.3% |
| 6M | +7.3% | -5.7% | +13.0% | +8.0% |
| YTD | +16.4% | +2.8% | +13.6% | +15.3% |
| 1Y | +3.0% | -14.4% | +17.4% | +4.9% |
| 3Y | -3.7% | +52.2% | -55.9% | -13.7% |
| 5Y | +15.6% | +154.3% | -138.6% | -11.2% |
| All | +15.6% | +152.9% | -137.3% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded PHM 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling