+454.2%
MDLZ vs PPL
+269.1%
+185.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.6% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | +1.3% | +0.7% | +0.7% | +1.0% |
| 6M | +6.2% | -7.6% | +13.8% | +9.0% |
| YTD | +15.8% | +1.8% | +14.0% | +14.8% |
| 1Y | +4.1% | -0.8% | +4.9% | +4.1% |
| 3Y | -4.1% | +56.9% | -61.0% | -18.5% |
| 5Y | +13.4% | +39.5% | -26.2% | -0.2% |
| 10Y | +75.7% | +55.4% | +20.3% | +44.7% |
| All | +454.2% | +269.1% | +185.2% | +270.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling