-23.7%
PATH vs MDLZ
+5.7%
-29.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.5% |
| 7D | -2.7% | -1.0% | -1.7% | -2.9% |
| 30D | -1.4% | +7.9% | -9.3% | +0.1% |
| 3M | -16.4% | +8.9% | -25.3% | -14.9% |
| 6M | +23.3% | +10.5% | +12.8% | +25.9% |
| YTD | -19.8% | +27.1% | -47.0% | -15.6% |
| 1Y | -8.6% | +20.9% | -29.5% | -4.0% |
| All | -23.7% | +5.7% | -29.4% | -4.5% |
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