+21.3%
MDLZ vs PNR
-4.0%
+25.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | -0.4% | -2.3% | +1.9% | 0.0% |
| 30D | +8.2% | +29.3% | -21.0% | +3.7% |
| 3M | +8.0% | +4.1% | +3.9% | +7.2% |
| 6M | +9.7% | -8.6% | +18.4% | +10.7% |
| YTD | +26.9% | -33.6% | +60.5% | +34.5% |
| 1Y | +20.9% | -36.4% | +57.3% | +29.1% |
| 3Y | +5.3% | +15.1% | -9.8% | -2.4% |
| All | +21.3% | -4.0% | +25.2% | +11.1% |
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