+22.3%
MDLZ vs PL
+8.6%
+13.7%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.5% | -13.9% | +1.2% |
| 7D | +0.1% | +10.9% | -10.8% | +0.6% |
| 30D | +10.0% | -16.4% | +26.3% | +9.7% |
| 3M | +7.1% | -39.9% | +47.0% | +5.8% |
| 6M | +9.8% | -63.2% | +73.0% | +8.1% |
| YTD | +26.6% | -27.1% | +53.8% | +25.0% |
| All | +22.3% | +8.6% | +13.7% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 1y: compounded portfolio wealth divided by compounded PL 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…
1y analysis · Full analysis span regression · 6 months rolling