+23.5%
MDLZ vs PL
-11.4%
+35.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -10.1% | +9.3% | -1.2% |
| 7D | +6.9% | -20.5% | +27.4% | +6.0% |
| 30D | +12.1% | -38.8% | +50.8% | +10.5% |
| 3M | +7.7% | -49.1% | +56.8% | +5.7% |
| 6M | +10.8% | -69.4% | +80.2% | +8.0% |
| YTD | +27.4% | -42.3% | +69.7% | +24.7% |
| 1Y | +23.5% | -14.2% | +37.7% | +21.1% |
| All | +23.5% | -11.4% | +35.0% | +21.1% |
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