+509.7%
MDLZ vs PWR
+1,399.6%
-889.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.3% | +11.5% | +0.4% |
| 7D | +6.9% | -19.9% | +26.7% | +9.0% |
| 30D | +12.1% | -29.3% | +41.3% | +15.5% |
| 3M | +7.7% | -25.5% | +33.2% | +10.3% |
| 6M | +10.8% | -34.0% | +44.8% | +14.2% |
| YTD | +27.4% | +20.7% | +6.7% | +22.6% |
| 1Y | +23.5% | +12.3% | +11.2% | +19.7% |
| 3Y | +6.2% | +201.9% | -195.7% | -9.5% |
| 5Y | +22.9% | +336.8% | -313.9% | -0.8% |
| 10Y | +99.6% | +1,748.9% | -1,649.2% | +34.0% |
| All | +509.7% | +1,399.6% | -889.9% | +242.9% |
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