+15.0%
MDLZ vs PHM
+162.1%
-147.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.7% | -3.2% | +1.5% | -1.2% |
| 30D | -2.1% | -6.4% | +4.3% | -1.0% |
| 3M | +1.3% | +5.5% | -4.2% | +0.2% |
| 6M | +6.2% | -5.4% | +11.6% | +6.8% |
| YTD | +15.8% | +6.6% | +9.2% | +13.9% |
| 1Y | +4.1% | -8.8% | +13.0% | +5.0% |
| 3Y | -4.1% | +54.1% | -58.2% | -14.2% |
| All | +15.0% | +162.1% | -147.1% | -12.2% |
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 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