-3.7%
MDLZ vs PSX
+138.7%
-142.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | 0.0% | +2.8% | -2.8% | -0.1% |
| 30D | -1.6% | +27.8% | -29.3% | -2.7% |
| 3M | +0.9% | +42.0% | -41.1% | -0.9% |
| 6M | +7.3% | +58.1% | -50.8% | +4.9% |
| YTD | +16.4% | +105.0% | -88.6% | +12.7% |
| 1Y | +3.0% | +104.9% | -102.0% | -0.4% |
| 3Y | -3.7% | +134.1% | -137.8% | -11.2% |
| All | -3.7% | +138.7% | -142.4% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling