-21.4%
PFE vs MDLZ
+17.0%
-38.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.5% |
| 7D | -4.3% | 0.0% | -4.2% | -4.3% |
| 30D | +2.7% | +1.4% | +1.3% | +2.2% |
| 3M | +10.0% | 0.0% | +10.0% | +9.7% |
| 6M | +7.2% | +9.1% | -2.0% | +3.5% |
| YTD | +17.3% | +17.9% | -0.6% | +10.0% |
| 1Y | +20.3% | +3.2% | +17.1% | +18.4% |
| 3Y | -1.6% | -2.5% | +0.9% | -2.0% |
| 5Y | -21.4% | +17.6% | -38.9% | -25.6% |
| All | -21.4% | +17.0% | -38.4% | -25.6% |
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