+506.2%
MDLZ vs PHM
+1,568.1%
-1,061.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | -0.4% |
| 30D | +10.0% | +21.2% | -11.2% | +6.9% |
| 3M | +7.1% | +2.5% | +4.6% | +6.5% |
| 6M | +9.8% | +16.1% | -6.3% | +7.1% |
| YTD | +26.6% | +16.6% | +10.0% | +23.2% |
| 1Y | +20.3% | +14.4% | +5.9% | +17.3% |
| 3Y | +5.4% | +71.9% | -66.5% | -4.6% |
| 5Y | +22.2% | +174.3% | -152.1% | +1.7% |
| 10Y | +92.2% | +744.0% | -651.8% | +32.7% |
| All | +506.2% | +1,568.1% | -1,061.9% | +228.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling