+763.1%
PM vs MDLZ
+398.6%
+364.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -4.9% | -1.7% | -3.1% | -4.0% |
| 30D | -3.4% | -2.1% | -1.3% | -2.3% |
| 3M | +5.2% | +1.3% | +3.9% | +4.3% |
| 6M | +3.7% | +6.2% | -2.5% | 0.0% |
| YTD | +15.8% | +15.8% | 0.0% | +6.3% |
| 1Y | +17.4% | +4.1% | +13.2% | +13.9% |
| 3Y | +116.9% | -4.1% | +121.0% | +116.1% |
| 5Y | +117.3% | +13.4% | +104.0% | +94.8% |
| 10Y | +193.8% | +75.7% | +118.0% | +106.0% |
| All | +763.1% | +398.6% | +364.6% | +240.7% |
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