+3.2%
MDLZ vs PHM
-14.7%
+17.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | 0.0% | -3.9% | +3.8% | +0.8% |
| 30D | +1.4% | -8.6% | +10.0% | +3.4% |
| 3M | 0.0% | -2.9% | +3.0% | +0.4% |
| 6M | +9.1% | -5.7% | +14.8% | +9.9% |
| YTD | +17.9% | +1.9% | +16.1% | +16.0% |
| 1Y | +3.2% | -12.3% | +15.5% | +3.3% |
| All | +3.2% | -14.7% | +17.9% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling