+509.7%
MDLZ vs PPL
+281.6%
+228.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | +6.9% | +1.0% | +5.8% | +6.5% |
| 30D | +12.1% | +6.8% | +5.3% | +9.5% |
| 3M | +7.7% | +3.9% | +3.8% | +6.2% |
| 6M | +10.8% | -2.0% | +12.8% | +11.4% |
| YTD | +27.4% | +5.3% | +22.1% | +24.8% |
| 1Y | +23.5% | +2.2% | +21.3% | +22.2% |
| 3Y | +6.2% | +56.7% | -50.5% | -9.7% |
| 5Y | +22.9% | +49.1% | -26.2% | +5.7% |
| 10Y | +99.6% | +63.6% | +36.0% | +61.6% |
| All | +509.7% | +281.6% | +228.1% | +303.0% |
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