+240.4%
MDLZ vs PSX
+1,139.4%
-899.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | +4.5% | -6.3% | -2.5% |
| 30D | -2.1% | +26.6% | -28.7% | -6.0% |
| 3M | +1.3% | +39.3% | -37.9% | -4.4% |
| 6M | +6.2% | +56.8% | -50.6% | -2.0% |
| YTD | +15.8% | +101.8% | -86.0% | +2.1% |
| 1Y | +4.1% | +99.6% | -95.5% | -8.2% |
| 3Y | -4.1% | +140.3% | -144.4% | -19.9% |
| 5Y | +13.4% | +339.3% | -326.0% | -18.8% |
| 10Y | +75.7% | +369.9% | -294.1% | +13.4% |
| All | +240.4% | +1,139.4% | -899.0% | +91.2% |
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 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