+23.0%
MDLZ vs PINS
-58.8%
+81.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +2.3% | +1.0% | +1.3% | +2.3% |
| 30D | +7.9% | -12.0% | +19.9% | +8.0% |
| 3M | +7.3% | -17.9% | +25.1% | +7.4% |
| 6M | +11.7% | -1.0% | +12.7% | +11.7% |
| YTD | +28.7% | -26.0% | +54.8% | +29.2% |
| 1Y | +22.8% | -28.5% | +51.2% | +23.3% |
| 3Y | +6.6% | -39.2% | +45.8% | +6.4% |
| All | +23.0% | -58.8% | +81.9% | +15.8% |
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