+79.0%
MDLZ vs PSA
+100.1%
-21.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | -1.6% | -8.2% | +6.6% | +1.6% |
| 3M | +0.9% | -2.1% | +3.0% | +1.7% |
| 6M | +7.3% | -0.2% | +7.5% | +7.2% |
| YTD | +16.4% | +18.5% | -2.0% | +8.8% |
| 1Y | +3.0% | +6.6% | -3.6% | 0.0% |
| 3Y | -3.7% | +24.5% | -28.2% | -13.0% |
| 5Y | +15.6% | +13.6% | +2.0% | +5.7% |
| 10Y | +79.0% | +102.0% | -23.0% | +25.6% |
| All | +79.0% | +100.1% | -21.1% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling