-3.9%
MDLZ vs PL
+454.1%
-458.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.7% | -9.3% | +7.6% | -1.8% |
| 30D | -2.1% | -18.9% | +16.8% | -2.3% |
| 3M | +1.3% | -58.4% | +59.7% | +0.8% |
| 6M | +6.2% | -30.3% | +36.5% | +5.8% |
| YTD | +15.8% | -8.1% | +23.9% | +15.4% |
| 1Y | +4.1% | +180.5% | -176.4% | +4.0% |
| All | -3.9% | +454.1% | -458.0% | -6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling