+454.2%
MDLZ vs PWR
+1,739.4%
-1,285.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | -1.7% | +3.6% | -5.3% | -2.1% |
| 30D | -2.1% | -8.6% | +6.5% | -1.3% |
| 3M | +1.3% | -13.2% | +14.5% | +2.2% |
| 6M | +6.2% | +9.9% | -3.7% | +4.1% |
| YTD | +15.8% | +48.0% | -32.2% | +9.7% |
| 1Y | +4.1% | +66.2% | -62.0% | -2.8% |
| 3Y | -4.1% | +195.1% | -199.2% | -17.5% |
| 5Y | +13.4% | +442.6% | -429.2% | -10.1% |
| 10Y | +75.7% | +2,334.2% | -2,258.5% | +15.4% |
| All | +454.2% | +1,739.4% | -1,285.1% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling