+95.0%
PFE vs MDLZ
+511.4%
-416.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.4% |
| YTD | +23.8% | +28.7% | -5.0% | +10.7% |
| 1Y | +19.5% | +22.8% | -3.2% | +9.0% |
| 3Y | +21.0% | +6.6% | +14.4% | +15.7% |
| 5Y | -23.9% | +23.2% | -47.0% | -32.2% |
| 10Y | +47.8% | +108.7% | -60.9% | +4.6% |
| All | +95.0% | +511.4% | -416.4% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling