+92.2%
MDLZ vs PTC
+326.2%
-234.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +10.0% | +0.7% | +9.3% | +9.9% |
| 3M | +7.1% | +32.6% | -25.5% | +2.0% |
| 6M | +9.8% | +33.6% | -23.8% | +4.1% |
| YTD | +26.6% | +12.4% | +14.2% | +23.0% |
| 1Y | +20.3% | +11.2% | +9.1% | +17.1% |
| 3Y | +5.4% | +31.7% | -26.3% | -2.3% |
| 5Y | +22.2% | +60.1% | -37.8% | +7.5% |
| 10Y | +92.2% | +317.2% | -225.0% | +31.4% |
| All | +92.2% | +326.2% | -234.0% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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