-81.2%
PATH vs MDLZ
+28.7%
-109.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -5.3% | +1.7% | -7.0% | -5.5% |
| 30D | -0.5% | +11.2% | -11.7% | -1.7% |
| 3M | -7.1% | +6.1% | -13.3% | -7.8% |
| 6M | +23.8% | +8.6% | +15.3% | +22.5% |
| YTD | -20.7% | +25.8% | -46.5% | -23.9% |
| 1Y | -8.1% | +21.7% | -29.7% | -11.0% |
| 3Y | -21.8% | +5.8% | -27.6% | -23.2% |
| 5Y | -76.8% | +21.4% | -98.3% | -78.7% |
| All | -81.2% | +28.7% | -109.9% | -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