+81.7%
MDLZ vs PNR
+66.2%
+15.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | +1.9% | -6.0% | +7.9% | +3.4% |
| 30D | +0.4% | -14.0% | +14.4% | +4.1% |
| 3M | -0.6% | -21.7% | +21.1% | +4.9% |
| 6M | +14.7% | -37.3% | +52.0% | +27.3% |
| YTD | +18.0% | -45.1% | +63.1% | +35.0% |
| 1Y | +4.1% | -49.1% | +53.3% | +21.4% |
| 3Y | -4.6% | -14.8% | +10.3% | -5.6% |
| 5Y | +18.4% | -21.0% | +39.4% | +17.1% |
| All | +81.7% | +66.2% | +15.5% | +37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling