-3.7%
MDLZ vs PNR
-11.7%
+8.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | 0.0% | -3.0% | +3.1% | +0.3% |
| 30D | -1.6% | -14.9% | +13.3% | -0.1% |
| 3M | +0.9% | -19.0% | +19.9% | +2.5% |
| 6M | +7.3% | -35.9% | +43.3% | +11.0% |
| YTD | +16.4% | -43.1% | +59.6% | +21.5% |
| 1Y | +3.0% | -46.4% | +49.3% | +7.9% |
| 3Y | -3.7% | -10.8% | +7.1% | -1.9% |
| All | -3.7% | -11.7% | +8.0% | -1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling