-81.1%
PATH vs MDLZ
+30.3%
-111.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.6% |
| 7D | -5.6% | +6.9% | -12.4% | -6.2% |
| 30D | -0.7% | +12.1% | -12.8% | -1.9% |
| 3M | -5.9% | +7.7% | -13.5% | -6.6% |
| 6M | +21.6% | +10.8% | +10.8% | +20.1% |
| YTD | -20.6% | +27.4% | -48.0% | -23.9% |
| 1Y | -10.6% | +23.5% | -34.1% | -13.6% |
| 3Y | -24.9% | +6.2% | -31.1% | -25.9% |
| 5Y | -76.8% | +22.9% | -99.7% | -78.7% |
| All | -81.1% | +30.3% | -111.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling