+837.9%
PM vs MDLZ
+446.3%
+391.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.4% | -0.4% | -2.0% | -2.2% |
| 30D | -1.3% | +8.2% | -9.5% | -5.6% |
| 3M | +6.5% | +8.0% | -1.5% | +2.0% |
| 6M | +7.0% | +9.7% | -2.8% | +1.4% |
| YTD | +25.8% | +26.9% | -1.1% | +9.8% |
| 1Y | +30.9% | +20.9% | +10.0% | +17.2% |
| 3Y | +148.0% | +5.3% | +142.6% | +135.1% |
| 5Y | +161.2% | +21.4% | +139.8% | +125.6% |
| 10Y | +261.5% | +105.7% | +155.8% | +133.4% |
| All | +837.9% | +446.3% | +391.6% | +251.9% |
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