+90.0%
MDLZ vs PPL
+62.0%
+28.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +1.7% | +0.4% | +1.2% | +1.5% |
| 30D | +11.2% | +5.4% | +5.7% | +8.6% |
| 3M | +6.1% | +4.3% | +1.9% | +4.1% |
| 6M | +8.6% | -1.3% | +9.9% | +9.0% |
| YTD | +25.8% | +4.7% | +21.2% | +22.8% |
| 1Y | +21.7% | +1.3% | +20.4% | +20.4% |
| 3Y | +5.8% | +57.2% | -51.4% | -14.2% |
| 5Y | +21.4% | +48.2% | -26.8% | +0.2% |
| All | +90.0% | +62.0% | +28.0% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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