+46.9%
PM vs MDLZ
+22.7%
+24.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | -0.1% |
| 7D | +4.3% | +8.9% | -4.6% | -0.2% |
| 30D | +11.5% | +15.2% | -3.7% | +3.7% |
| 3M | +13.0% | +9.5% | +3.5% | +7.8% |
| 6M | +25.9% | +11.7% | +14.2% | +18.7% |
| YTD | +34.0% | +28.4% | +5.6% | +18.2% |
| 1Y | +46.9% | +24.4% | +22.5% | +32.0% |
| All | +46.9% | +22.7% | +24.2% | +32.0% |
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