+19.5%
PFE vs MDLZ
+22.7%
-3.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.2% |
| 30D | +0.3% | +7.9% | -7.6% | -1.2% |
| 3M | +9.4% | +7.3% | +2.1% | +7.7% |
| 6M | +14.9% | +11.7% | +3.2% | +12.1% |
| YTD | +23.8% | +28.7% | -5.0% | +18.4% |
| 1Y | +19.5% | +22.8% | -3.2% | +16.8% |
| All | +19.5% | +22.7% | -3.1% | +16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling