+502.4%
MDLZ vs PTC
+577.9%
-75.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | +11.2% | +0.8% | +10.4% | +11.1% |
| 3M | +6.1% | +32.1% | -26.0% | +2.1% |
| 6M | +8.6% | +42.6% | -34.1% | +3.1% |
| YTD | +25.8% | +12.0% | +13.9% | +22.7% |
| 1Y | +21.7% | +12.2% | +9.5% | +18.6% |
| 3Y | +5.8% | +31.2% | -25.4% | +0.1% |
| 5Y | +21.4% | +54.9% | -33.5% | +11.6% |
| 10Y | +97.2% | +343.1% | -245.9% | +56.2% |
| All | +502.4% | +577.9% | -75.5% | +308.7% |
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