+22.2%
MDLZ vs PHM
+180.8%
-158.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.2% |
| 7D | +0.1% | +3.5% | -3.4% | -0.6% |
| 30D | +10.0% | +21.2% | -11.2% | +6.2% |
| 3M | +7.1% | +2.5% | +4.6% | +6.4% |
| 6M | +9.8% | +16.1% | -6.3% | +6.5% |
| YTD | +26.6% | +16.6% | +10.0% | +22.4% |
| 1Y | +20.3% | +14.4% | +5.9% | +16.6% |
| 3Y | +5.4% | +71.9% | -66.5% | -7.5% |
| 5Y | +22.2% | +174.3% | -152.1% | -7.7% |
| All | +22.2% | +180.8% | -158.6% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling