+24.4%
MDLZ vs PSA
+28.0%
-3.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.4% |
| 7D | +8.9% | +10.5% | -1.6% | +5.0% |
| 30D | +15.2% | +21.7% | -6.5% | +7.6% |
| 3M | +9.5% | +6.1% | +3.4% | +7.1% |
| 6M | +11.7% | +18.3% | -6.7% | +6.3% |
| YTD | +28.4% | +36.1% | -7.6% | +16.8% |
| 1Y | +24.4% | +29.3% | -4.9% | +16.0% |
| All | +24.4% | +28.0% | -3.6% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 1y: compounded portfolio wealth divided by compounded PSA 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…
1y analysis · Full analysis span regression · 6 months rolling