-1.6%
PFE vs MDLZ
-4.0%
+2.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +3.8% | -1.6% | +5.4% | +4.3% |
| 3M | +10.4% | +0.9% | +9.5% | +9.8% |
| 6M | +6.3% | +7.3% | -1.1% | +3.5% |
| YTD | +17.4% | +16.4% | +0.9% | +11.1% |
| 1Y | +21.1% | +3.0% | +18.2% | +19.6% |
| 3Y | -1.6% | -3.7% | +2.1% | -1.5% |
| All | -1.6% | -4.0% | +2.4% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling