-22.9%
PATH vs MDLZ
+7.0%
-29.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.6% |
| 7D | +2.1% | +2.3% | -0.2% | +2.5% |
| 30D | +1.6% | +7.9% | -6.3% | +3.1% |
| 3M | -20.4% | +7.3% | -27.7% | -19.3% |
| 6M | +40.1% | +11.7% | +28.4% | +43.4% |
| YTD | -19.0% | +28.7% | -47.8% | -14.6% |
| 1Y | -5.8% | +22.8% | -28.6% | -0.9% |
| 3Y | -22.9% | +6.6% | -29.5% | -3.4% |
| All | -22.9% | +7.0% | -29.9% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling