+454.2%
MDLZ vs PTC
+390.1%
+64.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.0% | +5.8% | +0.4% |
| 7D | -1.7% | -10.3% | +8.5% | -0.5% |
| 30D | -2.1% | +1.1% | -3.2% | -2.3% |
| 3M | +1.3% | +1.6% | -0.3% | +0.8% |
| 6M | +6.2% | -13.5% | +19.7% | +7.5% |
| YTD | +15.8% | -19.1% | +34.8% | +18.0% |
| 1Y | +4.1% | -33.9% | +38.0% | +8.6% |
| 3Y | -4.1% | -3.9% | -0.2% | -5.3% |
| 5Y | +13.4% | +6.0% | +7.3% | +9.5% |
| 10Y | +75.7% | +223.7% | -148.0% | +45.2% |
| All | +454.2% | +390.1% | +64.2% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling