+102.0%
MDLZ vs PSX
+342.3%
-240.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +2.2% | -7.8% | +10.0% | +3.3% |
| 30D | +10.1% | -9.9% | +20.0% | +11.6% |
| 3M | +9.1% | +16.9% | -7.8% | +6.5% |
| 6M | +10.0% | +48.0% | -38.0% | +3.6% |
| YTD | +26.8% | +98.3% | -71.5% | +14.2% |
| 1Y | +22.5% | +86.2% | -63.7% | +11.2% |
| 3Y | +5.3% | +144.0% | -138.7% | -10.0% |
| 5Y | +21.4% | +287.7% | -266.3% | -6.8% |
| 10Y | +102.0% | +338.3% | -236.3% | +36.6% |
| All | +102.0% | +342.3% | -240.3% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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