+22.2%
MDLZ vs PWR
+348.7%
-326.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.1% |
| 7D | +1.7% | -12.9% | +14.5% | +1.5% |
| 30D | +11.2% | -22.8% | +34.0% | +11.0% |
| 3M | +6.1% | -19.0% | +25.1% | +5.9% |
| 6M | +8.6% | -31.1% | +39.7% | +9.0% |
| YTD | +25.8% | +28.2% | -2.4% | +23.2% |
| 1Y | +21.7% | +22.2% | -0.5% | +19.3% |
| 3Y | +5.8% | +222.1% | -216.3% | -5.5% |
| All | +22.2% | +348.7% | -326.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling