+507.1%
MDLZ vs PSA
+2,883.3%
-2,376.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.3% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | +10.1% | +15.9% | -5.7% | +6.0% |
| 3M | +9.1% | +4.2% | +4.9% | +7.9% |
| 6M | +10.0% | +10.1% | -0.1% | +7.2% |
| YTD | +26.8% | +33.3% | -6.5% | +17.2% |
| 1Y | +22.5% | +28.2% | -5.7% | +14.3% |
| 3Y | +5.3% | +54.9% | -49.6% | -7.1% |
| 5Y | +21.4% | +28.3% | -6.9% | +11.2% |
| 10Y | +102.0% | +134.1% | -32.0% | +57.0% |
| All | +507.1% | +2,883.3% | -2,376.1% | +215.7% |
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