+5.3%
MDLZ vs PL
+570.0%
-564.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.1% |
| 7D | +2.2% | +5.6% | -3.4% | +2.3% |
| 30D | +10.1% | -16.9% | +27.1% | +10.0% |
| 3M | +9.1% | -38.2% | +47.3% | +8.5% |
| 6M | +10.0% | -63.4% | +73.4% | +9.0% |
| YTD | +26.8% | -27.6% | +54.5% | +26.3% |
| 1Y | +22.5% | +6.6% | +15.9% | +22.4% |
| 3Y | +5.3% | +557.6% | -552.3% | +3.7% |
| All | +5.3% | +570.0% | -564.7% | +3.7% |
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 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