-80.8%
PATH vs MDLZ
+31.7%
-112.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +2.1% | +2.3% | -0.2% | +1.8% |
| 30D | +1.6% | +7.9% | -6.3% | +0.8% |
| 3M | -20.4% | +7.3% | -27.7% | -21.0% |
| 6M | +40.1% | +11.7% | +28.4% | +38.3% |
| YTD | -19.0% | +28.7% | -47.8% | -22.5% |
| 1Y | -5.8% | +22.8% | -28.6% | -8.7% |
| 3Y | -22.9% | +6.6% | -29.5% | -23.8% |
| 5Y | -75.3% | +23.2% | -98.5% | -77.5% |
| All | -80.8% | +31.7% | -112.5% | -80.6% |
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