-77.0%
PATH vs MDLZ
+21.4%
-98.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.1% |
| 7D | -5.3% | +1.7% | -7.0% | -5.5% |
| 30D | -0.5% | +11.2% | -11.7% | -2.0% |
| 3M | -7.1% | +6.1% | -13.3% | -7.9% |
| 6M | +23.8% | +8.6% | +15.3% | +22.2% |
| YTD | -20.7% | +25.8% | -46.5% | -24.6% |
| 1Y | -8.1% | +21.7% | -29.7% | -11.8% |
| 3Y | -21.8% | +5.8% | -27.6% | -23.8% |
| All | -77.0% | +21.4% | -98.3% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling