+46.5%
PYPL vs MDLZ
+92.7%
-46.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.5% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -9.7% | -1.6% | -8.2% | -9.1% |
| 3M | +29.2% | +0.9% | +28.3% | +28.1% |
| 6M | +13.9% | +7.3% | +6.5% | +8.7% |
| YTD | -8.1% | +16.4% | -24.6% | -16.7% |
| 1Y | -21.4% | +3.0% | -24.3% | -24.0% |
| 3Y | -11.8% | -3.7% | -8.1% | -13.5% |
| 5Y | -81.1% | +15.6% | -96.8% | -83.7% |
| 10Y | +36.9% | +79.0% | -42.0% | -7.9% |
| All | +46.5% | +92.7% | -46.2% | -7.4% |
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