+48.8%
PFE vs MDLZ
+108.1%
-59.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -1.7% | +2.3% | -4.0% | -2.6% |
| 30D | +0.3% | +7.9% | -7.6% | -2.7% |
| 3M | +9.4% | +7.3% | +2.1% | +6.2% |
| 6M | +14.9% | +11.7% | +3.2% | +9.3% |
| YTD | +23.8% | +28.7% | -5.0% | +10.3% |
| 1Y | +19.5% | +22.8% | -3.2% | +8.7% |
| 3Y | +21.0% | +6.6% | +14.4% | +15.7% |
| 5Y | -23.9% | +23.2% | -47.0% | -32.9% |
| All | +48.8% | +108.1% | -59.3% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling