+81.3%
MDLZ vs PR
+169.5%
-88.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | -1.7% | +2.9% | -4.6% | -1.7% |
| 30D | -2.1% | +18.0% | -20.1% | -2.2% |
| 3M | +1.3% | +16.9% | -15.5% | +1.2% |
| 6M | +6.2% | +28.2% | -22.0% | +6.0% |
| YTD | +15.8% | +69.3% | -53.5% | +15.4% |
| 1Y | +4.1% | +69.5% | -65.4% | +3.8% |
| 3Y | -4.1% | +81.7% | -85.8% | -4.5% |
| 5Y | +13.4% | +422.2% | -408.9% | +12.3% |
| 10Y | +75.7% | +110.4% | -34.6% | +94.5% |
| All | +81.3% | +169.5% | -88.2% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling