+19.6%
MDLZ vs PL
+84.9%
-65.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.3% |
| 7D | -1.7% | -9.3% | +7.6% | -1.7% |
| 30D | -2.1% | -18.9% | +16.8% | -2.1% |
| 3M | +1.3% | -58.4% | +59.7% | +1.5% |
| 6M | +6.2% | -30.3% | +36.5% | +5.9% |
| YTD | +15.8% | -8.1% | +23.9% | +15.3% |
| 1Y | +4.1% | +180.5% | -176.4% | +2.7% |
| 3Y | -4.1% | +444.1% | -448.2% | -7.6% |
| 5Y | +13.4% | +83.0% | -69.7% | +8.3% |
| All | +19.6% | +84.9% | -65.3% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling