+104.5%
MDLZ vs PWR
+1,857.9%
-1,753.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -0.4% | +19.1% | -19.5% | -2.0% |
| 30D | +8.2% | -12.0% | +20.2% | +9.2% |
| 3M | +8.0% | -10.6% | +18.6% | +8.6% |
| 6M | +9.7% | -20.8% | +30.6% | +11.5% |
| YTD | +26.9% | +43.7% | -16.9% | +18.1% |
| 1Y | +20.9% | +35.0% | -14.1% | +13.4% |
| 3Y | +5.3% | +249.4% | -244.1% | -18.8% |
| 5Y | +21.4% | +422.1% | -400.7% | -16.1% |
| All | +104.5% | +1,857.9% | -1,753.3% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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