+4.1%
MDLZ vs PCG
-6.6%
+10.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.6% |
| 7D | -1.7% | -13.9% | +12.1% | +0.3% |
| 30D | -2.1% | -16.9% | +14.8% | +0.5% |
| 3M | +1.3% | -14.7% | +16.1% | +3.3% |
| 6M | +6.2% | -23.8% | +30.0% | +11.2% |
| YTD | +15.8% | -10.5% | +26.3% | +17.7% |
| 1Y | +4.1% | -5.1% | +9.2% | +5.3% |
| All | +4.1% | -6.6% | +10.7% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 1y: compounded portfolio wealth divided by compounded PCG 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…
1y analysis · Full analysis span regression · 6 months rolling