+208.8%
PM vs MDLZ
+86.6%
+122.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.1% |
| 7D | +1.9% | +1.7% | +0.3% | +1.0% |
| 30D | +1.9% | +1.1% | +0.8% | +1.2% |
| 3M | +4.6% | -1.8% | +6.4% | +5.5% |
| 6M | +11.7% | +12.3% | -0.6% | +4.2% |
| YTD | +20.4% | +18.0% | +2.3% | +8.8% |
| 1Y | +19.0% | +3.8% | +15.1% | +15.4% |
| 3Y | +130.4% | -2.4% | +132.8% | +126.9% |
| 5Y | +131.5% | +18.4% | +113.0% | +97.9% |
| All | +208.8% | +86.6% | +122.2% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling