+502.4%
MDLZ vs PWR
+1,493.4%
-991.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -1.8% |
| 7D | +1.7% | -12.9% | +14.5% | +2.8% |
| 30D | +11.2% | -22.8% | +34.0% | +13.6% |
| 3M | +6.1% | -19.0% | +25.1% | +7.8% |
| 6M | +8.6% | -31.1% | +39.7% | +11.5% |
| YTD | +25.8% | +28.2% | -2.4% | +20.4% |
| 1Y | +21.7% | +22.2% | -0.5% | +16.9% |
| 3Y | +5.8% | +222.1% | -216.3% | -10.4% |
| 5Y | +21.4% | +364.1% | -342.7% | -2.6% |
| 10Y | +97.2% | +1,864.5% | -1,767.3% | +31.6% |
| All | +502.4% | +1,493.4% | -991.0% | +236.7% |
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 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