+40.1%
PYPL vs MDLZ
+86.5%
-46.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | +1.9% | -4.1% | -3.2% |
| 30D | -9.0% | +0.4% | -9.5% | -9.3% |
| 3M | +30.6% | -0.6% | +31.2% | +30.6% |
| 6M | +18.6% | +14.7% | +3.8% | +9.4% |
| YTD | -7.2% | +18.0% | -25.2% | -16.3% |
| 1Y | -19.3% | +4.1% | -23.4% | -22.3% |
| 3Y | -12.3% | -4.6% | -7.7% | -13.3% |
| 5Y | -80.9% | +18.4% | -99.3% | -83.7% |
| All | +40.1% | +86.5% | -46.4% | -2.2% |
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