+22.2%
MDLZ vs PSX
+289.8%
-267.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.5% |
| 7D | +0.1% | -8.0% | +8.1% | +0.6% |
| 30D | +10.0% | -9.0% | +19.0% | +10.6% |
| 3M | +7.1% | +24.7% | -17.7% | +5.5% |
| 6M | +9.8% | +49.3% | -39.5% | +6.9% |
| YTD | +26.6% | +100.2% | -73.5% | +21.0% |
| 1Y | +20.3% | +88.8% | -68.5% | +15.3% |
| 3Y | +5.4% | +152.5% | -147.1% | -2.2% |
| 5Y | +22.2% | +283.2% | -261.0% | +9.0% |
| All | +22.2% | +289.8% | -267.6% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling