-24.0%
PFE vs MDLZ
+21.8%
-45.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -2.1% | -0.4% | -1.7% | -2.0% |
| 30D | +3.1% | +8.2% | -5.1% | +0.5% |
| 3M | +11.2% | +8.0% | +3.2% | +8.3% |
| 6M | +15.0% | +9.7% | +5.3% | +11.2% |
| YTD | +23.5% | +26.9% | -3.3% | +13.1% |
| 1Y | +18.9% | +20.9% | -2.0% | +10.8% |
| 3Y | +18.7% | +5.3% | +13.4% | +15.4% |
| 5Y | -24.0% | +21.4% | -45.4% | -29.5% |
| All | -24.0% | +21.8% | -45.8% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling