+272.4%
MDLZ vs PSX
+1,129.4%
-857.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.3% | +0.1% |
| 7D | +0.1% | -8.0% | +8.1% | +1.4% |
| 30D | +10.0% | -9.0% | +19.0% | +11.5% |
| 3M | +7.1% | +24.7% | -17.7% | +2.8% |
| 6M | +9.8% | +49.3% | -39.5% | +2.1% |
| YTD | +26.6% | +100.2% | -73.5% | +11.6% |
| 1Y | +20.3% | +88.8% | -68.5% | +7.0% |
| 3Y | +5.4% | +152.5% | -147.1% | -13.0% |
| 5Y | +22.2% | +283.2% | -261.0% | -9.8% |
| 10Y | +92.2% | +345.8% | -253.6% | +25.4% |
| All | +272.4% | +1,129.4% | -857.0% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling