-75.7%
PATH vs MDLZ
+14.0%
-89.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.4% | -16.6% |
| 7D | -16.3% | -1.7% | -14.6% | -16.1% |
| 30D | +9.9% | -2.1% | +12.0% | +10.2% |
| 3M | +30.2% | +1.3% | +28.8% | +29.7% |
| 6M | +37.2% | +6.2% | +31.0% | +35.5% |
| YTD | -7.3% | +15.8% | -23.1% | -10.8% |
| 1Y | +40.0% | +4.1% | +35.9% | +38.5% |
| 3Y | -4.4% | -4.1% | -0.3% | -4.8% |
| All | -75.7% | +14.0% | -89.7% | -78.6% |
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 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