+516.3%
MDLZ vs PNR
+818.1%
-301.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.4% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | +7.9% | +31.7% | -23.8% | +1.2% |
| 3M | +7.3% | +2.6% | +4.6% | +6.3% |
| 6M | +11.7% | -6.4% | +18.1% | +12.4% |
| YTD | +28.7% | -33.4% | +62.2% | +39.2% |
| 1Y | +22.8% | -35.1% | +57.8% | +33.5% |
| 3Y | +6.6% | +17.1% | -10.5% | -1.1% |
| 5Y | +23.2% | -3.5% | +26.7% | +17.6% |
| 10Y | +108.7% | +100.2% | +8.6% | +61.3% |
| All | +516.3% | +818.1% | -301.9% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling