+128.7%
PM vs MDLZ
+17.0%
+111.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.1% |
| 7D | -1.2% | 0.0% | -1.1% | -1.2% |
| 30D | -0.2% | +1.4% | -1.6% | -0.8% |
| 3M | +4.9% | 0.0% | +4.9% | +4.7% |
| 6M | +9.0% | +9.1% | -0.1% | +4.6% |
| YTD | +17.8% | +17.9% | -0.2% | +8.9% |
| 1Y | +16.8% | +3.2% | +13.6% | +14.4% |
| 3Y | +125.4% | -2.5% | +127.9% | +123.1% |
| 5Y | +128.7% | +17.6% | +111.1% | +93.5% |
| All | +128.7% | +17.0% | +111.7% | +93.5% |
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