+102.0%
MDLZ vs PTC
+315.4%
-213.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +2.0% |
| 30D | +10.1% | +1.1% | +9.1% | +10.0% |
| 3M | +9.1% | +30.1% | -21.0% | +4.3% |
| 6M | +10.0% | +34.0% | -24.0% | +4.2% |
| YTD | +26.8% | +12.8% | +14.0% | +23.2% |
| 1Y | +22.5% | +10.7% | +11.8% | +19.3% |
| 3Y | +5.3% | +29.6% | -24.4% | -2.1% |
| 5Y | +21.4% | +63.5% | -42.1% | +6.4% |
| 10Y | +102.0% | +316.7% | -214.6% | +38.0% |
| All | +102.0% | +315.4% | -213.3% | +38.0% |
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