+90.0%
MDLZ vs PCG
-77.4%
+167.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | +1.7% | -1.6% | +3.3% | +1.8% |
| 30D | +11.2% | +1.4% | +9.8% | +11.1% |
| 3M | +6.1% | -23.4% | +29.5% | +7.6% |
| 6M | +8.6% | -19.4% | +27.9% | +9.7% |
| YTD | +25.8% | -18.5% | +44.3% | +27.1% |
| 1Y | +21.7% | -19.5% | +41.2% | +23.0% |
| 3Y | +5.8% | -21.0% | +26.8% | +6.8% |
| 5Y | +21.4% | +13.7% | +7.7% | +19.9% |
| All | +90.0% | -77.4% | +167.4% | +96.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling