+22.2%
MDLZ vs PTEN
+33.9%
-11.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.4% | +0.2% |
| 7D | -1.0% | -2.2% | +1.2% | -1.0% |
| 30D | +7.9% | -8.0% | +16.0% | +8.0% |
| 3M | +8.9% | -5.0% | +14.0% | +8.9% |
| 6M | +10.5% | -10.6% | +21.1% | +10.6% |
| YTD | +27.1% | +75.5% | -48.4% | +24.5% |
| 1Y | +20.9% | +70.2% | -49.2% | +18.5% |
| 3Y | +5.5% | -3.7% | +9.2% | +4.7% |
| 5Y | +22.2% | +34.9% | -12.7% | +21.6% |
| All | +22.2% | +33.9% | -11.6% | +21.6% |
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