+454.2%
MDLZ vs PSA
+2,554.8%
-2,100.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -1.7% | -3.7% | +1.9% | -0.8% |
| 30D | -2.1% | -7.7% | +5.6% | 0.0% |
| 3M | +1.3% | -0.6% | +1.9% | +1.5% |
| 6M | +6.2% | -0.9% | +7.1% | +6.3% |
| YTD | +15.8% | +18.7% | -2.9% | +10.4% |
| 1Y | +4.1% | +7.6% | -3.5% | +1.8% |
| 3Y | -4.1% | +23.7% | -27.7% | -10.3% |
| 5Y | +13.4% | +13.7% | -0.3% | +7.1% |
| 10Y | +75.7% | +98.9% | -23.1% | +42.3% |
| All | +454.2% | +2,554.8% | -2,100.6% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling