+90.0%
MDLZ vs PR
+66.0%
+24.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.2% |
| 7D | +1.7% | -16.4% | +18.1% | +1.8% |
| 30D | +11.2% | -1.9% | +13.1% | +11.2% |
| 3M | +6.1% | +8.0% | -1.8% | +6.1% |
| 6M | +8.6% | +4.1% | +4.5% | +8.5% |
| YTD | +25.8% | +58.7% | -32.8% | +25.5% |
| 1Y | +21.7% | +75.8% | -54.2% | +21.2% |
| 3Y | +5.8% | +73.2% | -67.3% | +5.3% |
| 5Y | +21.4% | +230.1% | -208.7% | +20.2% |
| All | +90.0% | +66.0% | +24.0% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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