+15.6%
MDLZ vs PTEN
+88.2%
-72.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.4% | +0.5% |
| 7D | 0.0% | -1.0% | +1.0% | +0.1% |
| 30D | -1.6% | +29.3% | -30.9% | -2.1% |
| 3M | +0.9% | +7.2% | -6.3% | +0.7% |
| 6M | +7.3% | +43.5% | -36.2% | +6.2% |
| YTD | +16.4% | +113.2% | -96.8% | +13.9% |
| 1Y | +3.0% | +135.1% | -132.1% | +0.3% |
| 3Y | -3.7% | -4.8% | +1.1% | -3.9% |
| 5Y | +15.6% | +94.6% | -79.0% | +14.0% |
| All | +15.6% | +88.2% | -72.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 5y: compounded portfolio wealth divided by compounded PTEN 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…
5y analysis · Full analysis span regression · 6 months rolling