+16.5%
MDLZ vs PINS
-64.0%
+80.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -1.7% | -12.0% | +10.3% | -1.6% |
| 30D | -2.1% | -12.7% | +10.6% | -2.0% |
| 3M | +1.3% | -5.5% | +6.8% | +1.3% |
| 6M | +6.2% | +5.3% | +0.9% | +6.2% |
| YTD | +15.8% | -21.2% | +37.0% | +16.2% |
| 1Y | +4.1% | -45.0% | +49.2% | +5.0% |
| 3Y | -4.1% | -26.2% | +22.1% | -4.9% |
| All | +16.5% | -64.0% | +80.6% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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