+17.6%
MDLZ vs PNR
-20.5%
+38.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.6% |
| 7D | 0.0% | -3.9% | +3.8% | +0.6% |
| 30D | +1.4% | -13.8% | +15.2% | +3.9% |
| 3M | 0.0% | -22.5% | +22.6% | +3.8% |
| 6M | +9.1% | -37.2% | +46.3% | +17.0% |
| YTD | +17.9% | -44.2% | +62.2% | +28.8% |
| 1Y | +3.2% | -46.6% | +49.9% | +13.5% |
| 3Y | -2.5% | -12.5% | +10.0% | -4.6% |
| 5Y | +17.6% | -19.3% | +36.9% | +10.4% |
| All | +17.6% | -20.5% | +38.1% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling