+3,634.0%
PANW vs MDLZ
+219.3%
+3,414.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -14.6% | +0.4% | -15.0% | -14.7% |
| 3M | +18.3% | -0.6% | +18.9% | +17.9% |
| 6M | +100.5% | +14.7% | +85.8% | +90.1% |
| YTD | +79.5% | +18.0% | +61.5% | +67.7% |
| 1Y | +66.7% | +4.1% | +62.6% | +62.0% |
| 3Y | +161.2% | -4.6% | +165.8% | +156.9% |
| 5Y | +322.2% | +18.4% | +303.8% | +276.4% |
| 10Y | +1,273.8% | +88.0% | +1,185.8% | +912.3% |
| All | +3,634.0% | +219.3% | +3,414.8% | +2,255.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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