+454.2%
MDLZ vs PLD
+1,276.3%
-822.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -1.7% | -2.4% | +0.7% | -1.3% |
| 30D | -2.1% | -2.4% | +0.3% | -1.6% |
| 3M | +1.3% | -3.8% | +5.1% | +2.0% |
| 6M | +6.2% | 0.0% | +6.2% | +6.0% |
| YTD | +15.8% | +9.2% | +6.6% | +13.4% |
| 1Y | +4.1% | +25.9% | -21.8% | -1.0% |
| 3Y | -4.1% | +21.3% | -25.4% | -9.4% |
| 5Y | +13.4% | +14.1% | -0.8% | +7.3% |
| 10Y | +75.7% | +237.9% | -162.1% | +34.5% |
| All | +454.2% | +1,276.3% | -822.1% | +195.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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