-81.4%
PATH vs MDLZ
+29.7%
-111.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -2.3% | +2.2% | -4.5% | -2.5% |
| 30D | -4.8% | +10.1% | -15.0% | -5.8% |
| 3M | -17.7% | +9.1% | -26.8% | -18.5% |
| 6M | +18.9% | +10.0% | +8.9% | +17.5% |
| YTD | -21.7% | +26.8% | -48.6% | -24.9% |
| 1Y | -9.6% | +22.5% | -32.1% | -12.6% |
| 3Y | -25.8% | +5.3% | -31.1% | -26.7% |
| 5Y | -77.1% | +21.4% | -98.5% | -79.1% |
| All | -81.4% | +29.7% | -111.1% | -81.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling