+22.9%
MDLZ vs PR
+225.6%
-202.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.0% | -0.7% |
| 7D | +6.9% | -16.5% | +23.4% | +7.3% |
| 30D | +12.1% | -4.5% | +16.6% | +12.1% |
| 3M | +7.7% | +8.5% | -0.9% | +7.3% |
| 6M | +10.8% | -3.3% | +14.1% | +10.7% |
| YTD | +27.4% | +55.7% | -28.3% | +25.6% |
| 1Y | +23.5% | +82.0% | -58.5% | +21.3% |
| 3Y | +6.2% | +62.5% | -56.3% | +3.9% |
| 5Y | +22.9% | +223.9% | -201.0% | +16.3% |
| All | +22.9% | +225.6% | -202.7% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling