-81.2%
PATH vs MDLZ
+29.5%
-110.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -3.7% | +10.0% | -13.7% | -4.7% |
| 3M | -13.8% | +7.1% | -20.8% | -14.4% |
| 6M | +20.3% | +9.8% | +10.5% | +18.9% |
| YTD | -20.8% | +26.6% | -47.5% | -24.0% |
| 1Y | -9.2% | +20.3% | -29.6% | -11.8% |
| 3Y | -21.8% | +5.4% | -27.2% | -22.7% |
| 5Y | -77.4% | +22.2% | -99.6% | -79.3% |
| All | -81.2% | +29.5% | -110.7% | -81.0% |
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